JP Morgan Call 430 MSI 20.12.2024
/ DE000JT6ZTK0
JP Morgan Call 430 MSI 20.12.2024/ DE000JT6ZTK0 /
| 06/11/2024 10:26:36 |
Chg.- |
Bid09:19:38 |
Ask09:19:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.59EUR |
- |
4.64
Bid Size: 1,000 |
4.84
Ask Size: 1,000 |
Motorola Solutions I... |
430.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JT6ZTK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Motorola Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
22/08/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.82 |
| Intrinsic value: |
3.65 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.14 |
| Parity: |
3.65 |
| Time value: |
1.03 |
| Break-even: |
447.48 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.20 |
| Spread %: |
4.46% |
| Delta: |
0.77 |
| Theta: |
-0.24 |
| Omega: |
7.15 |
| Rho: |
0.34 |
Quote data
| Open: |
4.59 |
| High: |
4.59 |
| Low: |
4.59 |
| Previous Close: |
3.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.59% |
| 1 Month |
|
|
+37.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.59 |
3.11 |
| 1M High / 1M Low: |
5.41 |
3.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
