JP Morgan Call 465 MUV2 16.08.2024
/ DE000JT06HG5
JP Morgan Call 465 MUV2 16.08.202.../ DE000JT06HG5 /
| 2024-07-10 10:12:23 AM |
Chg.+0.130 |
Bid3:33:33 PM |
Ask3:33:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+14.29% |
1.010
Bid Size: 30,000 |
1.020
Ask Size: 30,000 |
MUENCH.RUECKVERS.VNA... |
465.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
JT06HG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
465.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
44.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-0.55 |
| Time value: |
1.04 |
| Break-even: |
475.40 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.07 |
| Spread %: |
7.22% |
| Delta: |
0.46 |
| Theta: |
-0.18 |
| Omega: |
20.49 |
| Rho: |
0.21 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
1.040 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+85.71% |
| 1 Month |
|
|
-22.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.520 |
| 1M High / 1M Low: |
1.830 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
