JP Morgan Call 68 NDA 17.05.2024
/ DE000JK2VM44
JP Morgan Call 68 NDA 17.05.2024/ DE000JK2VM44 /
| 2024-05-10 6:23:57 PM |
Chg.+0.140 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+60.87% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
68.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
JK2VM4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.32 |
| Parity: |
0.33 |
| Time value: |
0.24 |
| Break-even: |
73.70 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
6.49 |
| Spread abs.: |
0.20 |
| Spread %: |
54.05% |
| Delta: |
0.66 |
| Theta: |
-0.30 |
| Omega: |
8.29 |
| Rho: |
0.01 |
Quote data
| Open: |
0.390 |
| High: |
0.430 |
| Low: |
0.370 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.18% |
| 1 Month |
|
|
-46.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.210 |
| 1M High / 1M Low: |
0.870 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.605 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
448.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
