JP Morgan Call 100 NDA 20.12.2024/  DE000JB4XDN8  /

EUWAX
2024-06-20  11:27:22 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.100EUR - -
Bid Size: -
-
Ask Size: -
AURUBIS AG 100.00 - 2024-12-20 Call
 

Master data

WKN: JB4XDN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-12-20
Issue date: 2023-10-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.24
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.33
Parity: -2.11
Time value: 0.41
Break-even: 104.10
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.83
Spread abs.: 0.30
Spread %: 272.73%
Delta: 0.30
Theta: -0.03
Omega: 5.76
Rho: 0.09
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.099
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -28.57%
3 Months  
+13.64%
YTD
  -67.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.140 0.082
6M High / 6M Low: 0.300 0.024
High (YTD): 2024-05-20 0.300
Low (YTD): 2024-03-05 0.024
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.115
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.16%
Volatility 6M:   255.72%
Volatility 1Y:   -
Volatility 3Y:   -