JP Morgan Call 50 NEM 09.08.2024
/ DE000JT5AAW0
JP Morgan Call 50 NEM 09.08.2024/ DE000JT5AAW0 /
| 30/07/2024 08:55:21 |
Chg.+0.002 |
Bid13:56:10 |
Ask13:56:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
+3.03% |
0.073
Bid Size: 7,500 |
0.088
Ask Size: 7,500 |
Newmont Corporation |
50.00 USD |
09/08/2024 |
Call |
Master data
| WKN: |
JT5AAW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Newmont Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
09/08/2024 |
| Issue date: |
16/07/2024 |
| Last trading day: |
08/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
52.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.32 |
| Parity: |
-0.25 |
| Time value: |
0.08 |
| Break-even: |
47.05 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
13.77 |
| Spread abs.: |
0.02 |
| Spread %: |
28.57% |
| Delta: |
0.31 |
| Theta: |
-0.08 |
| Omega: |
16.29 |
| Rho: |
0.00 |
Quote data
| Open: |
0.068 |
| High: |
0.068 |
| Low: |
0.068 |
| Previous Close: |
0.066 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.69% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.066 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| 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: |
|
- |
