JP Morgan Call 92 NDA 20.12.2024
/ DE000JB4VAU3
JP Morgan Call 92 NDA 20.12.2024/ DE000JB4VAU3 /
| 2024-06-21 5:23:06 PM |
Chg.-0.040 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-12.12% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
92.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
JB4VAU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.32 |
| Parity: |
-1.74 |
| Time value: |
0.78 |
| Break-even: |
99.80 |
| Moneyness: |
0.81 |
| Premium: |
0.34 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.50 |
| Spread %: |
178.57% |
| Delta: |
0.41 |
| Theta: |
-0.04 |
| Omega: |
3.97 |
| Rho: |
0.11 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.280 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.25% |
| 1 Month |
|
|
-9.38% |
| 3 Months |
|
|
+163.64% |
| YTD |
|
|
-38.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.180 |
| 1M High / 1M Low: |
0.380 |
0.160 |
| 6M High / 6M Low: |
0.570 |
0.046 |
| High (YTD): |
2024-05-20 |
0.500 |
| Low (YTD): |
2024-03-05 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.273 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.225 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.24% |
| Volatility 6M: |
|
237.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
