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: |
|
- |