JP Morgan Call 76 NDA 20.12.2024
/ DE000JB4VAL2
JP Morgan Call 76 NDA 20.12.2024/ DE000JB4VAL2 /
| 2024-09-24 9:20:41 AM |
Chg.-0.071 |
Bid11:06:08 AM |
Ask11:06:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
-54.62% |
0.068
Bid Size: 2,000 |
0.220
Ask Size: 2,000 |
AURUBIS AG |
76.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
JB4VAL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.34 |
| Parity: |
-1.30 |
| Time value: |
0.39 |
| Break-even: |
79.90 |
| Moneyness: |
0.83 |
| Premium: |
0.27 |
| Premium p.a.: |
1.71 |
| Spread abs.: |
0.30 |
| Spread %: |
338.20% |
| Delta: |
0.34 |
| Theta: |
-0.04 |
| Omega: |
5.54 |
| Rho: |
0.04 |
Quote data
| Open: |
0.059 |
| High: |
0.059 |
| Low: |
0.059 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-76.40% |
| 1 Month |
|
|
-78.15% |
| 3 Months |
|
|
-93.30% |
| YTD |
|
|
-94.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.130 |
| 1M High / 1M Low: |
0.390 |
0.130 |
| 6M High / 6M Low: |
1.210 |
0.130 |
| High (YTD): |
2024-05-20 |
1.210 |
| Low (YTD): |
2024-09-23 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.616 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.66% |
| Volatility 6M: |
|
216.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
