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JP Morgan Call 1400 MTD 19.07.202.../  DE000JB8GU61  /

EUWAX
09/07/2024  11:13:28 Chg.- Bid09:57:44 Ask09:57:44 Underlying Strike price Expiration date Option type
0.047EUR - 0.014
Bid Size: 250		 0.510
Ask Size: 250		 Mettler Toledo Inter... 1,400.00 USD 19/07/2024 Call
 

Master data

WKN: JB8GU6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mettler Toledo International Inc
Type: Warrant
Option type: Call
Strike price: 1,400.00 USD
Maturity: 19/07/2024
Issue date: 14/12/2023
Last trading day: 18/07/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 23.26
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 1.12
Historic volatility: 0.29
Parity: -0.85
Time value: 0.52
Break-even: 1,346.58
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 76.78
Spread abs.: 0.50
Spread %: 2,636.84%
Delta: 0.38
Theta: -4.56
Omega: 8.94
Rho: 0.10
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.076
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.63%
1 Month
  -93.73%
3 Months
  -92.77%
YTD
  -92.66%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.047
1M High / 1M Low: 1.000 0.047
6M High / 6M Low: 1.500 0.047
High (YTD): 17/05/2024 1.500
Low (YTD): 09/07/2024 0.047
52W High: - -
52W Low: - -
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.576
Avg. volume 1M:   0.000
Avg. price 6M:   0.573
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   282.70%
Volatility 6M:   525.44%
Volatility 1Y:   -
Volatility 3Y:   -