JP Morgan Call 520 MUV2 20.06.2025
/ DE000JB105V2
JP Morgan Call 520 MUV2 20.06.202.../ DE000JB105V2 /
| 18/06/2024 10:12:12 |
Chg.- |
Bid09:15:00 |
Ask09:15:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.06EUR |
- |
1.98
Bid Size: 30,000 |
2.00
Ask Size: 30,000 |
MUENCH.RUECKVERS.VNA... |
520.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
JB105V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
27/09/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-6.18 |
| Time value: |
2.13 |
| Break-even: |
541.30 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
4.93% |
| Delta: |
0.37 |
| Theta: |
-0.06 |
| Omega: |
7.91 |
| Rho: |
1.48 |
Quote data
| Open: |
2.06 |
| High: |
2.06 |
| Low: |
2.06 |
| Previous Close: |
2.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.97% |
| 1 Month |
|
|
-5.94% |
| 3 Months |
|
|
+24.10% |
| YTD |
|
|
+267.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
2.03 |
| 1M High / 1M Low: |
2.55 |
1.85 |
| 6M High / 6M Low: |
2.55 |
0.55 |
| High (YTD): |
28/05/2024 |
2.55 |
| Low (YTD): |
11/01/2024 |
0.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.80% |
| Volatility 6M: |
|
144.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
