JP Morgan Call 104 NDA 20.12.2024
/ DE000JB5C0D0
JP Morgan Call 104 NDA 20.12.2024/ DE000JB5C0D0 /
| 2024-07-02 9:13:00 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
104.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
JB5C0D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
104.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-07-02 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.33 |
| Parity: |
-2.51 |
| Time value: |
0.39 |
| Break-even: |
107.90 |
| Moneyness: |
0.76 |
| Premium: |
0.37 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.30 |
| Spread %: |
314.89% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
5.61 |
| Rho: |
0.08 |
Quote data
| Open: |
0.096 |
| High: |
0.096 |
| Low: |
0.096 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
-60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.096 |
| 1M High / 1M Low: |
0.120 |
0.052 |
| 6M High / 6M Low: |
0.230 |
0.017 |
| High (YTD): |
2024-05-20 |
0.230 |
| Low (YTD): |
2024-03-05 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.085 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
410.89% |
| Volatility 6M: |
|
301.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
