JP Morgan Call 90 NDA 20.12.2024
/ DE000JB4VAT5
JP Morgan Call 90 NDA 20.12.2024/ DE000JB4VAT5 /
| 2024-06-21 5:23:06 PM |
Chg.-0.050 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-13.16% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
90.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
JB4VAT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.32 |
| Parity: |
-1.54 |
| Time value: |
0.82 |
| Break-even: |
98.20 |
| Moneyness: |
0.83 |
| Premium: |
0.32 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.50 |
| Spread %: |
156.25% |
| Delta: |
0.43 |
| Theta: |
-0.04 |
| Omega: |
3.93 |
| Rho: |
0.12 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.320 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.68% |
| 1 Month |
|
|
-10.81% |
| 3 Months |
|
|
+153.85% |
| YTD |
|
|
-36.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.210 |
| 1M High / 1M Low: |
0.440 |
0.190 |
| 6M High / 6M Low: |
0.630 |
0.055 |
| High (YTD): |
2024-05-20 |
0.570 |
| Low (YTD): |
2024-03-05 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.318 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.259 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.78% |
| Volatility 6M: |
|
230.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
