JP Morgan Call 440 MSI 15.11.2024
/ DE000JV1WA78
JP Morgan Call 440 MSI 15.11.2024/ DE000JV1WA78 /
| 07/11/2024 08:23:26 |
Chg.+0.03 |
Bid10:38:08 |
Ask10:38:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.25EUR |
+0.93% |
3.23
Bid Size: 1,000 |
3.43
Ask Size: 1,000 |
Motorola Solutions I... |
440.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JV1WA7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Motorola Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
23/09/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.74 |
| Intrinsic value: |
2.71 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.14 |
| Parity: |
2.71 |
| Time value: |
0.61 |
| Break-even: |
443.20 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.20 |
| Spread %: |
6.41% |
| Delta: |
0.77 |
| Theta: |
-0.81 |
| Omega: |
10.13 |
| Rho: |
0.07 |
Quote data
| Open: |
3.25 |
| High: |
3.25 |
| Low: |
3.25 |
| Previous Close: |
3.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+82.58% |
| 1 Month |
|
|
+28.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.22 |
1.78 |
| 1M High / 1M Low: |
4.13 |
1.78 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
