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JP Morgan Call 500 MUV2 20.06.202.../  DE000JB105T6  /

EUWAX
27/09/2024  20:59:51 Chg.-0.06 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
3.29EUR -1.79% -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 500.00 EUR 20/06/2025 Call
 

Master data

WKN: JB105T
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 500.00 EUR
Maturity: 20/06/2025
Issue date: 27/09/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.08
Leverage: Yes

Calculated values

Fair value: 3.42
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -0.57
Time value: 3.51
Break-even: 535.10
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.11
Spread abs.: 0.20
Spread %: 6.04%
Delta: 0.56
Theta: -0.08
Omega: 7.95
Rho: 1.78
 

Quote data

Open: 3.29
High: 3.29
Low: 3.29
Previous Close: 3.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.11%
1 Month  
+20.07%
3 Months  
+15.44%
YTD  
+332.89%
1 Year  
+204.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.47 3.10
1M High / 1M Low: 3.85 2.74
6M High / 6M Low: 3.85 1.11
High (YTD): 05/09/2024 3.85
Low (YTD): 11/01/2024 0.74
52W High: 05/09/2024 3.85
52W Low: 11/01/2024 0.74
Avg. price 1W:   3.27
Avg. volume 1W:   0.00
Avg. price 1M:   3.22
Avg. volume 1M:   0.00
Avg. price 6M:   2.36
Avg. volume 6M:   31.01
Avg. price 1Y:   1.78
Avg. volume 1Y:   15.63
Volatility 1M:   112.70%
Volatility 6M:   148.32%
Volatility 1Y:   135.73%
Volatility 3Y:   -