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JP Morgan Call 13 NDX1 20.12.2024/  DE000JB4YSC7  /

EUWAX
2024-11-04  10:53:14 AM Chg.+0.15 Bid11:35:25 AM Ask11:35:25 AM Underlying Strike price Expiration date Option type
1.43EUR +11.72% 1.51
Bid Size: 1,000		 1.66
Ask Size: 1,000		 NORDEX SE O.N. 13.00 EUR 2024-12-20 Call
 

Master data

WKN: JB4YSC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 13.00 EUR
Maturity: 2024-12-20
Issue date: 2023-10-10
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.44
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.25
Implied volatility: 0.76
Historic volatility: 0.40
Parity: 0.25
Time value: 1.32
Break-even: 14.57
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 1.12
Spread abs.: 0.30
Spread %: 23.62%
Delta: 0.59
Theta: -0.02
Omega: 4.96
Rho: 0.01
 

Quote data

Open: 1.30
High: 1.43
Low: 1.30
Previous Close: 1.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.28%
1 Month
  -8.33%
3 Months
  -8.92%
YTD  
+48.96%
1 Year  
+11.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.19
1M High / 1M Low: 1.84 1.17
6M High / 6M Low: 3.43 1.04
High (YTD): 2024-05-14 3.43
Low (YTD): 2024-02-23 0.47
52W High: 2024-05-14 3.43
52W Low: 2024-02-23 0.47
Avg. price 1W:   1.44
Avg. volume 1W:   0.00
Avg. price 1M:   1.44
Avg. volume 1M:   0.00
Avg. price 6M:   2.08
Avg. volume 6M:   0.00
Avg. price 1Y:   1.61
Avg. volume 1Y:   0.00
Volatility 1M:   161.85%
Volatility 6M:   175.70%
Volatility 1Y:   188.85%
Volatility 3Y:   -