JP Morgan Call 460 MSI 20.12.2024
/ DE000JT6ZTM6
JP Morgan Call 460 MSI 20.12.2024/ DE000JT6ZTM6 /
| 2024-11-06 10:26:36 AM |
Chg.- |
Bid9:21:55 AM |
Ask9:21:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.66EUR |
- |
2.63
Bid Size: 1,000 |
2.83
Ask Size: 1,000 |
Motorola Solutions I... |
460.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JT6ZTM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Motorola Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.14 |
| Parity: |
0.85 |
| Time value: |
1.86 |
| Break-even: |
455.73 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.20 |
| Spread %: |
7.97% |
| Delta: |
0.60 |
| Theta: |
-0.27 |
| Omega: |
9.64 |
| Rho: |
0.28 |
Quote data
| Open: |
2.66 |
| High: |
2.66 |
| Low: |
2.66 |
| Previous Close: |
2.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.35% |
| 1 Month |
|
|
+47.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.66 |
1.58 |
| 1M High / 1M Low: |
3.38 |
1.58 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
