JP Morgan Call 98 NDA 20.12.2024
/ DE000JB4FJ46
JP Morgan Call 98 NDA 20.12.2024/ DE000JB4FJ46 /
| 19/06/2024 17:17:06 |
Chg.- |
Bid09:02:06 |
Ask09:02:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
- |
0.120
Bid Size: 1,000 |
0.820
Ask Size: 1,000 |
AURUBIS AG |
98.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
JB4FJ4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.32 |
| Parity: |
-2.57 |
| Time value: |
0.81 |
| Break-even: |
106.10 |
| Moneyness: |
0.74 |
| Premium: |
0.47 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.70 |
| Spread %: |
636.36% |
| Delta: |
0.39 |
| Theta: |
-0.04 |
| Omega: |
3.51 |
| Rho: |
0.10 |
Quote data
| Open: |
0.100 |
| High: |
0.120 |
| Low: |
0.100 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-63.64% |
| 3 Months |
|
|
+140.00% |
| YTD |
|
|
-64.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.092 |
| 1M High / 1M Low: |
0.330 |
0.092 |
| 6M High / 6M Low: |
0.550 |
0.027 |
| High (YTD): |
21/05/2024 |
0.330 |
| Low (YTD): |
05/03/2024 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.152 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.51% |
| Volatility 6M: |
|
245.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
