JP Morgan Call 70 NDA 17.01.2025
/ DE000JV2CJ23
JP Morgan Call 70 NDA 17.01.2025/ DE000JV2CJ23 /
| 2024-12-20 6:13:43 PM |
Chg.-0.080 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-8.00% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 EUR |
2025-01-17 |
Call |
Master data
| WKN: |
JV2CJ2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-10-23 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.37 |
| Parity: |
0.79 |
| Time value: |
0.42 |
| Break-even: |
82.10 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.30 |
| Spread %: |
32.97% |
| Delta: |
0.71 |
| Theta: |
-0.13 |
| Omega: |
4.58 |
| Rho: |
0.03 |
Quote data
| Open: |
0.840 |
| High: |
0.920 |
| Low: |
0.840 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.34% |
| 1 Month |
|
|
-10.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.920 |
| 1M High / 1M Low: |
1.550 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.986 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
