JP Morgan Call 90 NDA 16.08.2024
/ DE000JT06SZ2
JP Morgan Call 90 NDA 16.08.2024/ DE000JT06SZ2 /
| 2024-06-21 6:22:18 PM |
Chg.-0.014 |
Bid6:23:47 PM |
Ask6:23:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
-20.90% |
0.052
Bid Size: 1,000 |
0.350
Ask Size: 1,000 |
AURUBIS AG |
90.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
JT06SZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.32 |
| Parity: |
-1.32 |
| Time value: |
0.38 |
| Break-even: |
93.80 |
| Moneyness: |
0.85 |
| Premium: |
0.22 |
| Premium p.a.: |
2.68 |
| Spread abs.: |
0.30 |
| Spread %: |
400.00% |
| Delta: |
0.33 |
| Theta: |
-0.07 |
| Omega: |
6.61 |
| Rho: |
0.03 |
Quote data
| Open: |
0.059 |
| High: |
0.072 |
| Low: |
0.053 |
| Previous Close: |
0.067 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+152.38% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.021 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
