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

EUWAX
10/18/2024  10:13:11 AM Chg.-0.24 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
3.84EUR -5.88% -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 500.00 EUR 6/20/2025 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: 6/20/2025
Issue date: 9/27/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.60
Leverage: Yes

Calculated values

Fair value: 3.93
Intrinsic value: 0.52
Implied volatility: 0.20
Historic volatility: 0.19
Parity: 0.52
Time value: 3.49
Break-even: 540.10
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.15
Spread %: 3.89%
Delta: 0.61
Theta: -0.09
Omega: 7.68
Rho: 1.79
 

Quote data

Open: 3.84
High: 3.84
Low: 3.84
Previous Close: 4.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.79%
1 Month  
+21.52%
3 Months  
+103.17%
YTD  
+405.26%
1 Year  
+233.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.23 3.84
1M High / 1M Low: 4.23 1.89
6M High / 6M Low: 4.23 1.11
High (YTD): 10/15/2024 4.23
Low (YTD): 1/11/2024 0.74
52W High: 10/15/2024 4.23
52W Low: 1/11/2024 0.74
Avg. price 1W:   4.00
Avg. volume 1W:   0.00
Avg. price 1M:   3.19
Avg. volume 1M:   0.00
Avg. price 6M:   2.54
Avg. volume 6M:   15.63
Avg. price 1Y:   1.91
Avg. volume 1Y:   15.75
Volatility 1M:   235.21%
Volatility 6M:   163.32%
Volatility 1Y:   148.67%
Volatility 3Y:   -