JP Morgan Call 465 MUV2 20.06.2025
/ DE000JB105N9
JP Morgan Call 465 MUV2 20.06.202.../ DE000JB105N9 /
2024-09-20 10:06:00 AM |
Chg.+0.23 |
Bid5:42:41 PM |
Ask5:42:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.14EUR |
+4.68% |
5.18 Bid Size: 5,000 |
5.33 Ask Size: 5,000 |
MUENCH.RUECKVERS.VNA... |
465.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
JB105N |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
465.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-09-27 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.05 |
Intrinsic value: |
2.30 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
2.30 |
Time value: |
3.05 |
Break-even: |
518.50 |
Moneyness: |
1.05 |
Premium: |
0.06 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.20 |
Spread %: |
3.88% |
Delta: |
0.69 |
Theta: |
-0.08 |
Omega: |
6.32 |
Rho: |
2.13 |
Quote data
Open: |
5.14 |
High: |
5.14 |
Low: |
5.14 |
Previous Close: |
4.91 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.90% |
1 Month |
|
|
+33.16% |
3 Months |
|
|
+21.23% |
YTD |
|
|
+301.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.03 |
4.74 |
1M High / 1M Low: |
5.95 |
3.84 |
6M High / 6M Low: |
5.95 |
1.88 |
High (YTD): |
2024-09-05 |
5.95 |
Low (YTD): |
2024-01-11 |
1.24 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.90 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.92 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.73 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.09% |
Volatility 6M: |
|
136.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |