JP Morgan Call 235 MTX 20.09.2024
/ DE000JB800X4
JP Morgan Call 235 MTX 20.09.2024/ DE000JB800X4 /
| 06/09/2024 18:18:36 |
Chg.+0.06 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.29EUR |
+1.86% |
-
Bid Size: - |
-
Ask Size: - |
MTU AERO ENGINES NA ... |
235.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
JB800X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.28 |
| Intrinsic value: |
3.25 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.27 |
| Parity: |
3.25 |
| Time value: |
0.27 |
| Break-even: |
270.20 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.30 |
| Spread %: |
9.32% |
| Delta: |
0.87 |
| Theta: |
-0.30 |
| Omega: |
6.58 |
| Rho: |
0.07 |
Quote data
| Open: |
3.10 |
| High: |
3.81 |
| Low: |
3.10 |
| Previous Close: |
3.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.61% |
| 1 Month |
|
|
+19.20% |
| 3 Months |
|
|
+181.20% |
| YTD |
|
|
+439.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.29 |
3.23 |
| 1M High / 1M Low: |
3.68 |
2.68 |
| 6M High / 6M Low: |
4.39 |
0.72 |
| High (YTD): |
01/08/2024 |
4.39 |
| Low (YTD): |
03/01/2024 |
0.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.73% |
| Volatility 6M: |
|
227.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
