JP Morgan Call 470 MUV2 20.06.2025
/ DE000JB105Q2
JP Morgan Call 470 MUV2 20.06.202.../ DE000JB105Q2 /
| 2024-06-18 10:12:11 AM |
Chg.+0.06 |
Bid7:10:12 PM |
Ask7:10:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.00EUR |
+1.52% |
4.09
Bid Size: 5,000 |
4.24
Ask Size: 5,000 |
MUENCH.RUECKVERS.VNA... |
470.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
JB105Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
470.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-1.18 |
| Time value: |
4.04 |
| Break-even: |
510.40 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.10 |
| Spread %: |
2.54% |
| Delta: |
0.56 |
| Theta: |
-0.07 |
| Omega: |
6.37 |
| Rho: |
2.18 |
Quote data
| Open: |
4.00 |
| High: |
4.00 |
| Low: |
4.00 |
| Previous Close: |
3.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.41% |
| 1 Month |
|
|
-3.15% |
| 3 Months |
|
|
+29.87% |
| YTD |
|
|
+236.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.43 |
3.94 |
| 1M High / 1M Low: |
4.62 |
3.66 |
| 6M High / 6M Low: |
4.62 |
1.15 |
| High (YTD): |
2024-05-27 |
4.62 |
| Low (YTD): |
2024-01-11 |
1.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.75% |
| Volatility 6M: |
|
128.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
