JP Morgan Call 360 MUV2 20.06.2025
/ DE000JB11BK8
JP Morgan Call 360 MUV2 20.06.202.../ DE000JB11BK8 /
| 2024-05-30 10:13:20 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.79EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
360.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
JB11BK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-05-30 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.25 |
| Intrinsic value: |
9.82 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
9.82 |
| Time value: |
1.80 |
| Break-even: |
476.20 |
| Moneyness: |
1.27 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.17% |
| Delta: |
0.90 |
| Theta: |
-0.05 |
| Omega: |
3.57 |
| Rho: |
3.00 |
Quote data
| Open: |
11.79 |
| High: |
11.79 |
| Low: |
11.79 |
| Previous Close: |
11.84 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+0.34% |
| 3 Months |
|
|
+20.55% |
| YTD |
|
|
+131.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
12.38 |
11.62 |
| 6M High / 6M Low: |
12.38 |
4.98 |
| High (YTD): |
2024-05-27 |
12.38 |
| Low (YTD): |
2024-01-11 |
4.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
12.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.86% |
| Volatility 6M: |
|
81.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
