JP Morgan Call 14.5 NDX1 20.12.2024
/ DE000JV0C3H8
JP Morgan Call 14.5 NDX1 20.12.20.../ DE000JV0C3H8 /
| 2024-11-04 5:24:09 PM |
Chg.+0.190 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+31.67% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
14.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
JV0C3H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-09-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.40 |
| Parity: |
-1.25 |
| Time value: |
0.88 |
| Break-even: |
15.38 |
| Moneyness: |
0.91 |
| Premium: |
0.16 |
| Premium p.a.: |
2.26 |
| Spread abs.: |
0.30 |
| Spread %: |
51.72% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
6.26 |
| Rho: |
0.01 |
Quote data
| Open: |
0.700 |
| High: |
0.790 |
| Low: |
0.700 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.82% |
| 1 Month |
|
|
-2.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.530 |
| 1M High / 1M Low: |
0.960 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.732 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
