JP Morgan Call 460 MSI 20.12.2024
/ DE000JT6ZTM6
JP Morgan Call 460 MSI 20.12.2024/ DE000JT6ZTM6 /
8/29/2024 10:23:05 AM |
Chg.+0.11 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.60EUR |
+7.38% |
- Bid Size: - |
- Ask Size: - |
Motorola Solutions I... |
460.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
8/22/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.15 |
Parity: |
-2.23 |
Time value: |
1.84 |
Break-even: |
431.90 |
Moneyness: |
0.95 |
Premium: |
0.10 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.20 |
Spread %: |
12.20% |
Delta: |
0.43 |
Theta: |
-0.13 |
Omega: |
9.06 |
Rho: |
0.46 |
Quote data
Open: |
1.60 |
High: |
1.60 |
Low: |
1.60 |
Previous Close: |
1.49 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.98% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.49 |
1.27 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.40 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |