JP Morgan Call 475 MUV2 20.06.202.../  DE000JB105P4  /

EUWAX
2024-06-14  10:12:50 AM Chg.-0.34 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
3.74EUR -8.33% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 475.00 EUR 2025-06-20 Call
 

Master data

WKN: JB105P
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 475.00 EUR
Maturity: 2025-06-20
Issue date: 2023-09-27
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.08
Leverage: Yes

Calculated values

Fair value: 3.12
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -1.82
Time value: 3.78
Break-even: 512.80
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.12
Spread abs.: 0.10
Spread %: 2.72%
Delta: 0.54
Theta: -0.07
Omega: 6.49
Rho: 2.10
 

Quote data

Open: 3.74
High: 3.74
Low: 3.74
Previous Close: 4.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.81%
1 Month  
+9.68%
3 Months  
+30.31%
YTD  
+240.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.17 3.64
1M High / 1M Low: 4.37 3.41
6M High / 6M Low: 4.37 1.07
High (YTD): 2024-05-27 4.37
Low (YTD): 2024-01-11 1.07
52W High: - -
52W Low: - -
Avg. price 1W:   3.94
Avg. volume 1W:   0.00
Avg. price 1M:   3.94
Avg. volume 1M:   0.00
Avg. price 6M:   2.33
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.53%
Volatility 6M:   130.76%
Volatility 1Y:   -
Volatility 3Y:   -