JP Morgan Call 14.5 NDX1 16.08.2024
/ DE000JT0Q8V6
JP Morgan Call 14.5 NDX1 16.08.20.../ DE000JT0Q8V6 /
| 7/23/2024 6:16:40 PM |
Chg.-0.050 |
Bid7:35:59 PM |
Ask7:35:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-12.50% |
0.350
Bid Size: 1,000 |
0.850
Ask Size: 1,000 |
NORDEX SE O.N. |
14.50 EUR |
8/16/2024 |
Call |
Master data
| WKN: |
JT0Q8V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
5/22/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.41 |
| Parity: |
-0.92 |
| Time value: |
0.72 |
| Break-even: |
15.22 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
4.66 |
| Spread abs.: |
0.30 |
| Spread %: |
71.43% |
| Delta: |
0.41 |
| Theta: |
-0.02 |
| Omega: |
7.79 |
| Rho: |
0.00 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.310 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.69% |
| 1 Month |
|
|
+45.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.210 |
| 1M High / 1M Low: |
0.450 |
0.065 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
676.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
