OverviewChartNewsTraderScreen

JP Morgan Call 340 MOH 20.12.2024/  DE000JB2R215  /

EUWAX
2024-09-26  10:39:18 AM Chg.- Bid5:12:47 PM Ask5:12:47 PM Underlying Strike price Expiration date Option type
2.62EUR - 2.50
Bid Size: 5,000		 3.00
Ask Size: 5,000		 Molina Healthcare In... 340.00 USD 2024-12-20 Call
 

Master data

WKN: JB2R21
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Molina Healthcare Inc
Type: Warrant
Option type: Call
Strike price: 340.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-22
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.63
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.26
Parity: -0.13
Time value: 2.60
Break-even: 330.23
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.46
Spread abs.: 0.63
Spread %: 31.67%
Delta: 0.55
Theta: -0.16
Omega: 6.38
Rho: 0.32
 

Quote data

Open: 2.62
High: 2.62
Low: 2.62
Previous Close: 2.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.66%
1 Month
  -12.67%
3 Months  
+87.14%
YTD
  -55.06%
1 Year
  -54.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.95 2.56
1M High / 1M Low: 3.69 1.70
6M High / 6M Low: 9.73 0.71
High (YTD): 2024-03-27 9.73
Low (YTD): 2024-07-16 0.71
52W High: 2024-03-27 9.73
52W Low: 2024-07-16 0.71
Avg. price 1W:   2.75
Avg. volume 1W:   0.00
Avg. price 1M:   2.84
Avg. volume 1M:   0.00
Avg. price 6M:   3.12
Avg. volume 6M:   0.00
Avg. price 1Y:   5.01
Avg. volume 1Y:   0.00
Volatility 1M:   234.66%
Volatility 6M:   277.88%
Volatility 1Y:   206.89%
Volatility 3Y:   -