JP Morgan Call 106 NDA 20.12.2024
/ DE000JB5C087
JP Morgan Call 106 NDA 20.12.2024/ DE000JB5C087 /
| 2024-06-20 12:22:14 PM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
106.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
JB5C08 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
106.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.32 |
| Parity: |
-3.14 |
| Time value: |
0.37 |
| Break-even: |
109.70 |
| Moneyness: |
0.70 |
| Premium: |
0.47 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.31 |
| Spread %: |
469.23% |
| Delta: |
0.25 |
| Theta: |
-0.03 |
| Omega: |
5.13 |
| Rho: |
0.08 |
Quote data
| Open: |
0.062 |
| High: |
0.069 |
| Low: |
0.062 |
| Previous Close: |
0.057 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.47% |
| 1 Month |
|
|
-37.27% |
| 3 Months |
|
|
+137.93% |
| YTD |
|
|
-68.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.069 |
0.048 |
| 1M High / 1M Low: |
0.130 |
0.043 |
| 6M High / 6M Low: |
0.280 |
0.015 |
| High (YTD): |
2024-05-20 |
0.200 |
| Low (YTD): |
2024-03-05 |
0.015 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.057 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.081 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.57% |
| Volatility 6M: |
|
284.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
