JP Morgan Call 106 NDA 20.12.2024
/ DE000JB5C087
JP Morgan Call 106 NDA 20.12.2024/ DE000JB5C087 /
| 20/06/2024 12:22:14 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
106.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
JB5C08 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
106.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.33 |
| Parity: |
-2.71 |
| Time value: |
0.37 |
| Break-even: |
109.70 |
| Moneyness: |
0.74 |
| Premium: |
0.39 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.31 |
| Spread %: |
469.23% |
| Delta: |
0.26 |
| Theta: |
-0.03 |
| Omega: |
5.62 |
| Rho: |
0.08 |
Quote data
| Open: |
0.062 |
| High: |
0.069 |
| Low: |
0.062 |
| Previous Close: |
0.057 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-14.81% |
| 3 Months |
|
|
+27.78% |
| YTD |
|
|
-68.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.081 |
0.043 |
| 6M High / 6M Low: |
0.200 |
0.015 |
| High (YTD): |
20/05/2024 |
0.200 |
| Low (YTD): |
05/03/2024 |
0.015 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.059 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.072 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.01% |
| Volatility 6M: |
|
292.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
