JP Morgan Call 76 NDA 20.09.2024
/ DE000JB7X3N6
JP Morgan Call 76 NDA 20.09.2024/ DE000JB7X3N6 /
| 2024-06-21 5:22:18 PM |
Chg.-0.090 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-13.85% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
76.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
JB7X3N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.32 |
| Parity: |
-0.14 |
| Time value: |
0.75 |
| Break-even: |
83.50 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.20 |
| Spread %: |
36.36% |
| Delta: |
0.54 |
| Theta: |
-0.05 |
| Omega: |
5.35 |
| Rho: |
0.08 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.560 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
+124.00% |
| YTD |
|
|
-34.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.380 |
| 1M High / 1M Low: |
0.740 |
0.350 |
| 6M High / 6M Low: |
1.030 |
0.110 |
| High (YTD): |
2024-05-20 |
0.940 |
| Low (YTD): |
2024-03-05 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.546 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.452 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.79% |
| Volatility 6M: |
|
230.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
