JP Morgan Call 40 NEM 16.01.2026
/ DE000JK4JRB1
JP Morgan Call 40 NEM 16.01.2026/ DE000JK4JRB1 /
| 6/7/2024 12:37:39 PM |
Chg.+0.010 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+1.16% |
-
Bid Size: - |
-
Ask Size: - |
Newmont Corporation |
40.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JK4JRB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Newmont Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
3/1/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
0.03 |
| Time value: |
0.76 |
| Break-even: |
44.99 |
| Moneyness: |
1.01 |
| Premium: |
0.20 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
6.17% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
3.04 |
| Rho: |
0.26 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.14% |
| 1 Month |
|
|
-2.25% |
| 3 Months |
|
|
+61.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.820 |
| 1M High / 1M Low: |
1.040 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.921 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
