JP Morgan Call 15 NDX1 18.10.2024
/ DE000JT6VP63
JP Morgan Call 15 NDX1 18.10.2024/ DE000JT6VP63 /
10/3/2024 12:14:13 PM |
Chg.-0.014 |
Bid1:04:16 PM |
Ask1:04:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
-28.00% |
0.049 Bid Size: 500 |
0.350 Ask Size: 500 |
NORDEX SE O.N. |
15.00 EUR |
10/18/2024 |
Call |
Master data
WKN: |
JT6VP6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 EUR |
Maturity: |
10/18/2024 |
Issue date: |
8/14/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
23.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.17 |
Historic volatility: |
0.41 |
Parity: |
-2.04 |
Time value: |
0.55 |
Break-even: |
15.55 |
Moneyness: |
0.86 |
Premium: |
0.20 |
Premium p.a.: |
83.21 |
Spread abs.: |
0.50 |
Spread %: |
978.43% |
Delta: |
0.31 |
Theta: |
-0.04 |
Omega: |
7.36 |
Rho: |
0.00 |
Quote data
Open: |
0.040 |
High: |
0.040 |
Low: |
0.036 |
Previous Close: |
0.050 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-87.59% |
1 Month |
|
|
-92.94% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.050 |
1M High / 1M Low: |
0.980 |
0.050 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.196 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.561 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
440.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |