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JP Morgan Call 1400 MTD 19.07.202.../  DE000JB8GU61  /

EUWAX
25/06/2024  11:05:41 Chg.-0.160 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.730EUR -17.98% -
Bid Size: -		 -
Ask Size: -		 Mettler Toledo Inter... 1,400.00 USD 19/07/2024 Call
 

Master data

WKN: JB8GU6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mettler Toledo International Inc
Type: Warrant
Option type: Call
Strike price: 1,400.00 USD
Maturity: 19/07/2024
Issue date: 14/12/2023
Last trading day: 18/07/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.03
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.50
Implied volatility: 0.55
Historic volatility: 0.29
Parity: 0.50
Time value: 0.54
Break-even: 1,408.49
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.81
Spread abs.: 0.30
Spread %: 40.54%
Delta: 0.64
Theta: -1.56
Omega: 8.33
Rho: 0.50
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.890
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.19%
1 Month
  -35.40%
3 Months  
+19.67%
YTD  
+14.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.770
1M High / 1M Low: 1.100 0.530
6M High / 6M Low: 1.500 0.190
High (YTD): 17/05/2024 1.500
Low (YTD): 23/04/2024 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.817
Avg. volume 1M:   0.000
Avg. price 6M:   0.591
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.16%
Volatility 6M:   517.38%
Volatility 1Y:   -
Volatility 3Y:   -