JP Morgan Call 500 MSI 20.12.2024
/ DE000JV09PS3
JP Morgan Call 500 MSI 20.12.2024/ DE000JV09PS3 /
| 11/7/2024 8:54:20 AM |
Chg.-0.09 |
Bid10:38:23 AM |
Ask10:38:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-8.65% |
0.95
Bid Size: 1,000 |
1.15
Ask Size: 1,000 |
Motorola Solutions I... |
500.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JV09PS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Motorola Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
10/3/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.14 |
| Parity: |
-2.88 |
| Time value: |
1.11 |
| Break-even: |
477.01 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.20 |
| Spread %: |
21.98% |
| Delta: |
0.33 |
| Theta: |
-0.24 |
| Omega: |
13.16 |
| Rho: |
0.16 |
Quote data
| Open: |
0.95 |
| High: |
0.95 |
| Low: |
0.95 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+126.19% |
| 1 Month |
|
|
+46.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.42 |
| 1M High / 1M Low: |
1.43 |
0.42 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
