JP Morgan Call 460 MUV2 17.01.2025
/ DE000JV2T8W5
JP Morgan Call 460 MUV2 17.01.202.../ DE000JV2T8W5 /
| 18/12/2024 12:15:21 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.68EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
460.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JV2T8W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
28/10/2024 |
| Last trading day: |
18/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.43 |
| Intrinsic value: |
4.40 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.20 |
| Parity: |
4.40 |
| Time value: |
1.43 |
| Break-even: |
518.30 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
2.58 |
| Spread abs.: |
0.15 |
| Spread %: |
2.64% |
| Delta: |
0.74 |
| Theta: |
-1.69 |
| Omega: |
6.40 |
| Rho: |
0.07 |
Quote data
| Open: |
5.68 |
| High: |
5.68 |
| Low: |
5.68 |
| Previous Close: |
6.20 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+28.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.29 |
3.58 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
481.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |