JP Morgan Call 118 NVDA 20.12.2024
/ DE000JK24V20
JP Morgan Call 118 NVDA 20.12.202.../ DE000JK24V20 /
| 10/4/2024 10:12:31 AM |
Chg.+0.99 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.91EUR |
+7.66% |
-
Bid Size: - |
-
Ask Size: - |
NVIDIA Corporation |
118.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/7/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.96 |
| Intrinsic value: |
4.40 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.46 |
| Parity: |
4.40 |
| Time value: |
8.48 |
| Break-even: |
119.81 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.05 |
| Spread %: |
0.35% |
| Delta: |
0.63 |
| Theta: |
-0.07 |
| Omega: |
5.41 |
| Rho: |
0.12 |
Quote data
| Open: |
13.91 |
| High: |
13.91 |
| Low: |
13.91 |
| Previous Close: |
12.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.79% |
| 1 Month |
|
|
+91.33% |
| 3 Months |
|
|
-37.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.96 |
10.67 |
| 1M High / 1M Low: |
16.13 |
7.27 |
| 6M High / 6M Low: |
31.09 |
3.40 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
13.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.53% |
| Volatility 6M: |
|
233.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
