JP Morgan Call 490 MUV2 16.08.2024
/ DE000JT06HP6
JP Morgan Call 490 MUV2 16.08.202.../ DE000JT06HP6 /
| 2024-06-25 10:07:29 AM |
Chg.+0.010 |
Bid6:53:29 PM |
Ask6:53:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+2.08% |
0.500
Bid Size: 5,000 |
0.600
Ask Size: 5,000 |
MUENCH.RUECKVERS.VNA... |
490.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
JT06HP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
490.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
80.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
-2.29 |
| Time value: |
0.58 |
| Break-even: |
495.80 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.07 |
| Spread %: |
13.73% |
| Delta: |
0.29 |
| Theta: |
-0.12 |
| Omega: |
23.16 |
| Rho: |
0.18 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.91% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.430 |
| 1M High / 1M Low: |
0.760 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.574 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
