JP Morgan Call NDA/ DE000JK2VM36 /
| 16/05/2024 18:27:23 | Chg.- | Bid22:00:42 | Ask22:00:42 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.12EUR | - | - Bid Size: - |
- Ask Size: - |
AURUBIS AG | - EUR | 17/05/2024 | Call |
Master data
| WKN: | JK2VM3 |
|---|---|
| Issuer: | J.P. Morgan Securities Ltd. |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | - EUR |
| Maturity: | 17/05/2024 |
| Issue date: | 21/02/2024 |
| Last trading day: | 16/05/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.05 |
|---|---|
| Intrinsic value: | 1.05 |
| Implied volatility: | 7.74 |
| Historic volatility: | 0.32 |
| Parity: | 1.05 |
| Time value: | 0.70 |
| Break-even: | 83.40 |
| Moneyness: | 1.16 |
| Premium: | 0.09 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.70 |
| Spread %: | 67.31% |
| Delta: | 0.71 |
| Theta: | -5.27 |
| Omega: | 3.14 |
| Rho: | 0.00 |
Quote data
| Open: | 1.03 |
|---|---|
| High: | 1.12 |
| Low: | 1.03 |
| Previous Close: | 1.04 |
| Turnover: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +103.64% | ||
|---|---|---|---|
| 1 Month | +21.74% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.12 | 0.55 |
|---|---|---|
| 1M High / 1M Low: | 1.12 | 0.33 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.89 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 0.78 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 384.63% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
