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JP Morgan Call 15 NDX1 20.09.2024/  DE000JT71H13  /

EUWAX
26/08/2024  18:26:57 Chg.-0.040 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.170EUR -19.05% -
Bid Size: -		 -
Ask Size: -		 NORDEX SE O.N. 15.00 EUR 20/09/2024 Call
 

Master data

WKN: JT71H1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 20/09/2024
Issue date: 09/08/2024
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 19.22
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.42
Parity: -1.16
Time value: 0.72
Break-even: 15.72
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 5.42
Spread abs.: 0.50
Spread %: 227.27%
Delta: 0.39
Theta: -0.02
Omega: 7.58
Rho: 0.00
 

Quote data

Open: 0.180
High: 0.190
Low: 0.170
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.88%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.190
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -