JP Morgan Call 460 MUV2 20.09.2024
/ DE000JB82X36
JP Morgan Call 460 MUV2 20.09.202.../ DE000JB82X36 /
| 10/09/2024 09:20:37 |
Chg.+0.16 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.36EUR |
+7.27% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
460.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
JB82X3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.19 |
| Parity: |
2.23 |
| Time value: |
0.54 |
| Break-even: |
487.70 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.20 |
| Spread %: |
7.78% |
| Delta: |
0.76 |
| Theta: |
-0.56 |
| Omega: |
13.28 |
| Rho: |
0.09 |
Quote data
| Open: |
2.36 |
| High: |
2.36 |
| Low: |
2.36 |
| Previous Close: |
2.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.10% |
| 1 Month |
|
|
+391.67% |
| 3 Months |
|
|
+5.83% |
| YTD |
|
|
+521.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.94 |
2.20 |
| 1M High / 1M Low: |
3.94 |
0.48 |
| 6M High / 6M Low: |
3.94 |
0.44 |
| High (YTD): |
03/09/2024 |
3.94 |
| Low (YTD): |
11/01/2024 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
11.90 |
| Avg. price 6M: |
|
1.64 |
| Avg. volume 6M: |
|
3.97 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.69% |
| Volatility 6M: |
|
349.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
