JP Morgan Call 50 NTR 20.12.2024
/ DE000JT48E32
JP Morgan Call 50 NTR 20.12.2024/ DE000JT48E32 /
2024-08-16 9:37:02 AM |
Chg.+0.010 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+5.56% |
- Bid Size: - |
- Ask Size: - |
Nutrien Ltd |
50.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
JT48E3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Nutrien Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-07-03 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.26 |
Parity: |
-0.33 |
Time value: |
0.21 |
Break-even: |
47.67 |
Moneyness: |
0.93 |
Premium: |
0.13 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.02 |
Spread %: |
10.53% |
Delta: |
0.41 |
Theta: |
-0.01 |
Omega: |
8.15 |
Rho: |
0.05 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.64% |
1 Month |
|
|
-52.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.180 |
1M High / 1M Low: |
0.530 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.206 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.364 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
218.87% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |