JP Morgan Call 70 NDA 20.09.2024
/ DE000JB7NLH7
JP Morgan Call 70 NDA 20.09.2024/ DE000JB7NLH7 /
| 9/13/2024 4:15:43 PM |
Chg.+0.011 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.027EUR |
+68.75% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
JB7NLH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/14/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.32 |
| Parity: |
-0.27 |
| Time value: |
0.22 |
| Break-even: |
72.20 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
67.73 |
| Spread abs.: |
0.20 |
| Spread %: |
856.52% |
| Delta: |
0.40 |
| Theta: |
-0.27 |
| Omega: |
12.28 |
| Rho: |
0.00 |
Quote data
| Open: |
0.029 |
| High: |
0.029 |
| Low: |
0.027 |
| Previous Close: |
0.016 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.06% |
| 1 Month |
|
|
-65.82% |
| 3 Months |
|
|
-95.91% |
| YTD |
|
|
-97.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.027 |
0.013 |
| 1M High / 1M Low: |
0.150 |
0.013 |
| 6M High / 6M Low: |
1.320 |
0.013 |
| High (YTD): |
5/20/2024 |
1.320 |
| Low (YTD): |
9/11/2024 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.019 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.638 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
527.54% |
| Volatility 6M: |
|
310.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
