JP Morgan Call 13 NDX1 15.11.2024
/ DE000JV0VJ06
JP Morgan Call 13 NDX1 15.11.2024/ DE000JV0VJ06 /
| 2024-11-04 6:22:25 PM |
Chg.+0.26 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+27.37% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
13.00 EUR |
2024-11-15 |
Call |
Master data
| WKN: |
JV0VJ0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-10-04 |
| Last trading day: |
2024-11-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.40 |
| Parity: |
0.25 |
| Time value: |
0.98 |
| Break-even: |
14.23 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
9.67 |
| Spread abs.: |
0.30 |
| Spread %: |
32.26% |
| Delta: |
0.58 |
| Theta: |
-0.05 |
| Omega: |
6.24 |
| Rho: |
0.00 |
Quote data
| Open: |
1.16 |
| High: |
1.21 |
| Low: |
1.14 |
| Previous Close: |
0.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.20% |
| 1 Month |
|
|
-9.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
0.82 |
| 1M High / 1M Low: |
1.47 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
