JP Morgan Call 490 MSI 20.12.2024
/ DE000JT9Z5E8
JP Morgan Call 490 MSI 20.12.2024/ DE000JT9Z5E8 /
| 07/11/2024 09:47:02 |
Chg.-0.09 |
Bid14:20:58 |
Ask14:20:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
-6.43% |
1.31
Bid Size: 1,000 |
1.46
Ask Size: 1,000 |
Motorola Solutions I... |
490.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JT9Z5E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Motorola Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
490.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
11/09/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.14 |
| Parity: |
-1.94 |
| Time value: |
1.31 |
| Break-even: |
469.73 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.19 |
| Spread %: |
16.53% |
| Delta: |
0.39 |
| Theta: |
-0.24 |
| Omega: |
12.94 |
| Rho: |
0.18 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+98.48% |
| 1 Month |
|
|
+57.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
0.66 |
| 1M High / 1M Low: |
1.85 |
0.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
