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JP Morgan Call 1600 MTD 19.07.202.../  DE000JB7JE93  /

EUWAX
2024-06-19  11:56:36 AM Chg.- Bid10:22:05 AM Ask10:22:05 AM Underlying Strike price Expiration date Option type
0.120EUR - 0.110
Bid Size: 500		 0.610
Ask Size: 500		 Mettler Toledo Inter... 1,600.00 USD 2024-07-19 Call
 

Master data

WKN: JB7JE9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mettler Toledo International Inc
Type: Warrant
Option type: Call
Strike price: 1,600.00 USD
Maturity: 2024-07-19
Issue date: 2023-12-18
Last trading day: 2024-07-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 24.28
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.29
Parity: -1.11
Time value: 0.57
Break-even: 1,545.54
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 3.23
Spread abs.: 0.47
Spread %: 454.55%
Delta: 0.37
Theta: -1.64
Omega: 9.00
Rho: 0.36
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.071
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.32%
1 Month
  -67.57%
3 Months
  -50.00%
YTD
  -57.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.071
1M High / 1M Low: 0.370 0.047
6M High / 6M Low: 0.430 0.027
High (YTD): 2024-05-13 0.430
Low (YTD): 2024-05-07 0.027
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.146
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   515.19%
Volatility 6M:   1,412.88%
Volatility 1Y:   -
Volatility 3Y:   -