JP Morgan Call 74 NDA 19.07.2024
/ DE000JK8BXX1
JP Morgan Call 74 NDA 19.07.2024/ DE000JK8BXX1 /
| 2024-06-21 3:20:35 PM |
Chg.-0.060 |
Bid3:46:09 PM |
Ask3:46:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-13.64% |
0.350
Bid Size: 2,000 |
0.430
Ask Size: 2,000 |
AURUBIS AG |
74.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
JK8BXX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.32 |
| Parity: |
0.28 |
| Time value: |
0.39 |
| Break-even: |
80.70 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.20 |
| Spread %: |
42.55% |
| Delta: |
0.63 |
| Theta: |
-0.09 |
| Omega: |
7.17 |
| Rho: |
0.03 |
Quote data
| Open: |
0.370 |
| High: |
0.430 |
| Low: |
0.370 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+111.11% |
| 1 Month |
|
|
-46.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.180 |
| 1M High / 1M Low: |
0.710 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
399.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
