JP Morgan Call 155 MRK 20.09.2024
/ DE000JB72VS1
JP Morgan Call 155 MRK 20.09.2024/ DE000JB72VS1 /
| 8/23/2024 12:13:39 PM |
Chg.- |
Bid12:00:41 PM |
Ask12:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
- |
1.76
Bid Size: 10,000 |
1.79
Ask Size: 10,000 |
MERCK KGAA O.N. |
155.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
JB72VS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
1.65 |
| Time value: |
0.15 |
| Break-even: |
173.00 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
2.86% |
| Delta: |
0.87 |
| Theta: |
-0.08 |
| Omega: |
8.29 |
| Rho: |
0.09 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.24% |
| 1 Month |
|
|
+124.36% |
| 3 Months |
|
|
-5.41% |
| YTD |
|
|
+84.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.42 |
| 1M High / 1M Low: |
1.75 |
0.78 |
| 6M High / 6M Low: |
2.44 |
0.43 |
| High (YTD): |
6/13/2024 |
2.44 |
| Low (YTD): |
7/23/2024 |
0.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
333.24% |
| Volatility 6M: |
|
230.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
