JP Morgan Call 70 NDA 17.05.2024
/ DE000JK4D277
JP Morgan Call 70 NDA 17.05.2024/ DE000JK4D277 /
| 2024-05-10 5:26:47 PM |
Chg.+0.070 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+58.33% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
JK4D27 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.32 |
| Parity: |
0.13 |
| Time value: |
0.28 |
| Break-even: |
74.10 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
9.42 |
| Spread abs.: |
0.20 |
| Spread %: |
95.24% |
| Delta: |
0.59 |
| Theta: |
-0.28 |
| Omega: |
10.20 |
| Rho: |
0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.250 |
| Low: |
0.190 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.71% |
| 1 Month |
|
|
-72.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.110 |
| 1M High / 1M Low: |
0.690 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
489.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
