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JP Morgan Call 490 MUV2 20.09.202.../  DE000JB83MD9  /

EUWAX
2024-07-10  9:02:01 AM Chg.+0.070 Bid2:41:10 PM Ask2:41:10 PM Underlying Strike price Expiration date Option type
0.570EUR +14.00% -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 490.00 EUR 2024-09-20 Call
 

Master data

WKN: JB83MD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 490.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 70.69
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -3.05
Time value: 0.65
Break-even: 496.50
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.48
Spread abs.: 0.07
Spread %: 12.07%
Delta: 0.27
Theta: -0.11
Omega: 19.30
Rho: 0.23
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.05%
1 Month
  -40.00%
3 Months  
+111.11%
YTD  
+216.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.300
1M High / 1M Low: 1.270 0.300
6M High / 6M Low: 1.270 0.160
High (YTD): 2024-06-12 1.270
Low (YTD): 2024-01-11 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.842
Avg. volume 1M:   0.000
Avg. price 6M:   0.567
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   367.92%
Volatility 6M:   294.77%
Volatility 1Y:   -
Volatility 3Y:   -