JP Morgan Call 68 NDA 20.12.2024
/ DE000JB4VAE7
JP Morgan Call 68 NDA 20.12.2024/ DE000JB4VAE7 /
| 20/09/2024 17:07:57 |
Chg.-0.160 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-19.28% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
68.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
JB4VAE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.32 |
| Parity: |
0.21 |
| Time value: |
0.60 |
| Break-even: |
76.10 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.15 |
| Spread %: |
22.73% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
5.28 |
| Rho: |
0.09 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.670 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.42% |
| 1 Month |
|
|
+19.64% |
| 3 Months |
|
|
-48.86% |
| YTD |
|
|
-53.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.530 |
| 1M High / 1M Low: |
0.830 |
0.440 |
| 6M High / 6M Low: |
1.720 |
0.370 |
| High (YTD): |
20/05/2024 |
1.720 |
| Low (YTD): |
05/08/2024 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.567 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.012 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.71% |
| Volatility 6M: |
|
161.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
