JP Morgan Call 68 NDA 19.07.2024
/ DE000JK9N6W1
JP Morgan Call 68 NDA 19.07.2024/ DE000JK9N6W1 /
| 2024-07-05 6:27:55 PM |
Chg.+0.07 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
+6.93% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
68.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
JK9N6W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
1.24 |
| Historic volatility: |
0.33 |
| Parity: |
1.09 |
| Time value: |
0.28 |
| Break-even: |
81.70 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
1.66 |
| Spread abs.: |
0.30 |
| Spread %: |
28.04% |
| Delta: |
0.78 |
| Theta: |
-0.22 |
| Omega: |
4.46 |
| Rho: |
0.02 |
Quote data
| Open: |
0.98 |
| High: |
1.10 |
| Low: |
0.98 |
| Previous Close: |
1.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.75% |
| 1 Month |
|
|
+61.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
0.83 |
| 1M High / 1M Low: |
1.08 |
0.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
