JP Morgan Call 118 NVDA 20.12.2024
/ DE000JK24V20
JP Morgan Call 118 NVDA 20.12.202.../ DE000JK24V20 /
2024-07-25 9:55:11 AM |
Chg.-2.84 |
Bid5:05:52 PM |
Ask5:05:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
14.85EUR |
-16.05% |
14.23 Bid Size: 20,000 |
14.28 Ask Size: 20,000 |
NVIDIA Corporation |
118.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
JK24V2 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
NVIDIA Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
118.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-07 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.42 |
Parity: |
-3.46 |
Time value: |
13.60 |
Break-even: |
122.48 |
Moneyness: |
0.97 |
Premium: |
0.16 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.18 |
Spread %: |
1.38% |
Delta: |
0.55 |
Theta: |
-0.05 |
Omega: |
4.25 |
Rho: |
0.18 |
Quote data
Open: |
14.85 |
High: |
14.85 |
Low: |
14.85 |
Previous Close: |
17.69 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.91% |
1 Month |
|
|
-23.92% |
3 Months |
|
|
+254.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
18.62 |
17.11 |
1M High / 1M Low: |
27.34 |
17.11 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
17.73 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
20.96 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |