JP Morgan Call 350 MOH 20.12.2024
/ DE000JB2R231
JP Morgan Call 350 MOH 20.12.2024/ DE000JB2R231 /
9/26/2024 10:39:18 AM |
Chg.- |
Bid5:40:23 PM |
Ask5:40:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.14EUR |
- |
2.03 Bid Size: 5,000 |
2.53 Ask Size: 5,000 |
Molina Healthcare In... |
350.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
JB2R23 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Molina Healthcare Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
9/22/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.26 |
Parity: |
-1.03 |
Time value: |
2.50 |
Break-even: |
338.11 |
Moneyness: |
0.97 |
Premium: |
0.12 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.89 |
Spread %: |
55.87% |
Delta: |
0.50 |
Theta: |
-0.18 |
Omega: |
6.11 |
Rho: |
0.29 |
Quote data
Open: |
2.14 |
High: |
2.14 |
Low: |
2.14 |
Previous Close: |
2.08 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.83% |
1 Month |
|
|
-15.08% |
3 Months |
|
|
+89.38% |
YTD |
|
|
-59.77% |
1 Year |
|
|
-59.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.44 |
2.08 |
1M High / 1M Low: |
3.14 |
1.37 |
6M High / 6M Low: |
9.03 |
0.54 |
High (YTD): |
3/27/2024 |
9.03 |
Low (YTD): |
7/16/2024 |
0.54 |
52W High: |
3/27/2024 |
9.03 |
52W Low: |
7/16/2024 |
0.54 |
Avg. price 1W: |
|
2.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.69 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.52 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
252.94% |
Volatility 6M: |
|
297.75% |
Volatility 1Y: |
|
221.20% |
Volatility 3Y: |
|
- |