JP Morgan Call 16.5 NDX1 20.12.2024
/ DE000JV0UX17
JP Morgan Call 16.5 NDX1 20.12.20.../ DE000JV0UX17 /
| 04/11/2024 17:28:16 |
Chg.+0.090 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+56.25% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
16.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
JV0UX1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
25/09/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.40 |
| Parity: |
-3.25 |
| Time value: |
0.66 |
| Break-even: |
17.16 |
| Moneyness: |
0.80 |
| Premium: |
0.30 |
| Premium p.a.: |
6.78 |
| Spread abs.: |
0.50 |
| Spread %: |
312.50% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
5.94 |
| Rho: |
0.00 |
Quote data
| Open: |
0.170 |
| High: |
0.250 |
| Low: |
0.170 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.47% |
| 1 Month |
|
|
-24.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.150 |
| 1M High / 1M Low: |
0.390 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.256 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
