JP Morgan Call 480 MUV2 20.06.2025
/ DE000JB105R0
JP Morgan Call 480 MUV2 20.06.202.../ DE000JB105R0 /
| 2024-09-20 10:06:00 AM |
Chg.+0.20 |
Bid5:36:14 PM |
Ask5:36:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.21EUR |
+4.99% |
4.21
Bid Size: 5,000 |
4.36
Ask Size: 5,000 |
MUENCH.RUECKVERS.VNA... |
480.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
JB105R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.16 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
0.80 |
| Time value: |
3.62 |
| Break-even: |
524.20 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.20 |
| Spread %: |
4.74% |
| Delta: |
0.63 |
| Theta: |
-0.08 |
| Omega: |
6.94 |
| Rho: |
1.96 |
Quote data
| Open: |
4.21 |
| High: |
4.21 |
| Low: |
4.21 |
| Previous Close: |
4.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.99% |
| 1 Month |
|
|
+35.37% |
| 3 Months |
|
|
+20.63% |
| YTD |
|
|
+312.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.12 |
3.86 |
| 1M High / 1M Low: |
4.98 |
3.10 |
| 6M High / 6M Low: |
4.98 |
1.51 |
| High (YTD): |
2024-09-05 |
4.98 |
| Low (YTD): |
2024-01-11 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.49% |
| Volatility 6M: |
|
142.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
