JP Morgan Call 455 MUV2 20.06.2025
/ DE000JB105L3
JP Morgan Call 455 MUV2 20.06.202.../ DE000JB105L3 /
2024-06-18 10:12:11 AM |
Chg.- |
Bid8:14:25 AM |
Ask8:14:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.79EUR |
- |
4.97 Bid Size: 5,000 |
5.03 Ask Size: 5,000 |
MUENCH.RUECKVERS.VNA... |
455.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
JB105L |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
455.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-09-27 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.16 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.21 |
Historic volatility: |
0.17 |
Parity: |
0.32 |
Time value: |
4.50 |
Break-even: |
503.20 |
Moneyness: |
1.01 |
Premium: |
0.10 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.10 |
Spread %: |
2.12% |
Delta: |
0.62 |
Theta: |
-0.07 |
Omega: |
5.91 |
Rho: |
2.38 |
Quote data
Open: |
4.79 |
High: |
4.79 |
Low: |
4.79 |
Previous Close: |
4.71 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.94% |
1 Month |
|
|
-2.64% |
3 Months |
|
|
+23.14% |
YTD |
|
|
+223.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.26 |
4.71 |
1M High / 1M Low: |
5.43 |
4.41 |
6M High / 6M Low: |
5.43 |
1.44 |
High (YTD): |
2024-05-27 |
5.43 |
Low (YTD): |
2024-01-11 |
1.44 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.93 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.07 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.64% |
Volatility 6M: |
|
123.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |