JP Morgan Call 224 MTX 16.08.2024
/ DE000JT2TYH8
JP Morgan Call 224 MTX 16.08.2024/ DE000JT2TYH8 /
| 31/07/2024 14:15:35 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.95EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MTU AERO ENGINES NA ... |
224.00 - |
16/08/2024 |
Call |
Master data
| WKN: |
JT2TYH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
224.00 - |
| Maturity: |
16/08/2024 |
| Issue date: |
20/06/2024 |
| Last trading day: |
01/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.29 |
| Intrinsic value: |
3.26 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.27 |
| Parity: |
3.26 |
| Time value: |
0.73 |
| Break-even: |
263.90 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.03 |
| Spread %: |
0.76% |
| Delta: |
0.78 |
| Theta: |
-0.60 |
| Omega: |
5.04 |
| Rho: |
0.06 |
Quote data
| Open: |
3.89 |
| High: |
3.95 |
| Low: |
3.89 |
| Previous Close: |
3.80 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.82% |
| 1 Month |
|
|
+20.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.95 |
3.35 |
| 1M High / 1M Low: |
3.95 |
2.52 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
