JP Morgan Call 117 NVDA 20.12.2024
/ DE000JK24V04
JP Morgan Call 117 NVDA 20.12.202.../ DE000JK24V04 /
| 25/07/2024 09:55:11 |
Chg.-2.90 |
Bid12:36:50 |
Ask12:36:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.24EUR |
-15.99% |
14.36
Bid Size: 3,000 |
14.43
Ask Size: 3,000 |
NVIDIA Corporation |
117.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK24V0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NVIDIA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
117.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
07/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.42 |
| Parity: |
-2.54 |
| Time value: |
13.96 |
| Break-even: |
121.91 |
| Moneyness: |
0.98 |
| Premium: |
0.16 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.18 |
| Spread %: |
1.34% |
| Delta: |
0.56 |
| Theta: |
-0.05 |
| Omega: |
4.21 |
| Rho: |
0.18 |
Quote data
| Open: |
15.24 |
| High: |
15.24 |
| Low: |
15.24 |
| Previous Close: |
18.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.80% |
| 1 Month |
|
|
-23.69% |
| 3 Months |
|
|
+251.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
19.09 |
17.55 |
| 1M High / 1M Low: |
27.91 |
17.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
18.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
21.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
