JP Morgan Call 16.5 NDX1 20.12.2024
/ DE000JV0UX17
JP Morgan Call 16.5 NDX1 20.12.20.../ DE000JV0UX17 /
02/10/2024 18:29:16 |
Chg.-0.120 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-32.43% |
- 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: |
15.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.72 |
Historic volatility: |
0.41 |
Parity: |
-3.00 |
Time value: |
0.87 |
Break-even: |
17.37 |
Moneyness: |
0.82 |
Premium: |
0.29 |
Premium p.a.: |
2.20 |
Spread abs.: |
0.50 |
Spread %: |
135.14% |
Delta: |
0.34 |
Theta: |
-0.01 |
Omega: |
5.30 |
Rho: |
0.01 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.240 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.250 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.422 |
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: |
|
- |