JP Morgan Call 70 NDA 20.12.2024
/ DE000JB4VAG2
JP Morgan Call 70 NDA 20.12.2024/ DE000JB4VAG2 /
| 9/20/2024 5:07:57 PM |
Chg.-0.140 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
JB4VAG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.32 |
| Parity: |
0.01 |
| Time value: |
0.69 |
| Break-even: |
77.00 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.15 |
| Spread %: |
27.27% |
| Delta: |
0.56 |
| Theta: |
-0.04 |
| Omega: |
5.65 |
| Rho: |
0.08 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.560 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.23% |
| 1 Month |
|
|
+19.15% |
| 3 Months |
|
|
-52.94% |
| YTD |
|
|
-57.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.430 |
| 1M High / 1M Low: |
0.700 |
0.350 |
| 6M High / 6M Low: |
1.590 |
0.300 |
| High (YTD): |
5/20/2024 |
1.590 |
| Low (YTD): |
8/5/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.469 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.900 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.64% |
| Volatility 6M: |
|
171.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
