JP Morgan Call 116 NVDA 20.12.2024
/ DE000JK24UY3
JP Morgan Call 116 NVDA 20.12.202.../ DE000JK24UY3 /
| 29/08/2024 09:57:39 |
Chg.-0.56 |
Bid12:15:27 |
Ask12:15:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
-26.29% |
1.72
Bid Size: 25,000 |
1.77
Ask Size: 25,000 |
NVIDIA Corporation |
116.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK24UY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NVIDIA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
116.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
07/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.44 |
| Parity: |
0.86 |
| Time value: |
1.11 |
| Break-even: |
123.97 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.67 |
| Theta: |
-0.07 |
| Omega: |
3.84 |
| Rho: |
0.17 |
Quote data
| Open: |
1.57 |
| High: |
1.57 |
| Low: |
1.57 |
| Previous Close: |
2.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.65% |
| 1 Month |
|
|
+6.08% |
| 3 Months |
|
|
-3.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
2.04 |
| 1M High / 1M Low: |
2.32 |
0.84 |
| 6M High / 6M Low: |
3.23 |
0.33 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.36 |
| Avg. volume 6M: |
|
24.21 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.92% |
| Volatility 6M: |
|
225.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
