JP Morgan Call 1575 MTD 18.10.2024
/ DE000JT7F8F5
JP Morgan Call 1575 MTD 18.10.202.../ DE000JT7F8F5 /
9/13/2024 10:38:43 AM |
Chg.-0.016 |
Bid4:58:01 PM |
Ask4:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.040EUR |
-28.57% |
0.043 Bid Size: 5,000 |
0.240 Ask Size: 5,000 |
Mettler Toledo Inter... |
1,575.00 USD |
10/18/2024 |
Call |
Master data
WKN: |
JT7F8F |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Mettler Toledo International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,575.00 USD |
Maturity: |
10/18/2024 |
Issue date: |
8/22/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.75 |
Historic volatility: |
0.29 |
Parity: |
-1.82 |
Time value: |
0.54 |
Break-even: |
1,475.61 |
Moneyness: |
0.87 |
Premium: |
0.19 |
Premium p.a.: |
5.15 |
Spread abs.: |
0.50 |
Spread %: |
1,185.71% |
Delta: |
0.32 |
Theta: |
-1.51 |
Omega: |
7.42 |
Rho: |
0.33 |
Quote data
Open: |
0.040 |
High: |
0.040 |
Low: |
0.040 |
Previous Close: |
0.056 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.30% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.068 |
0.056 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.063 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |