JP Morgan Call 70 NDA 20.09.2024
/ DE000JB7NLH7
JP Morgan Call 70 NDA 20.09.2024/ DE000JB7NLH7 /
| 2024-06-27 5:11:31 PM |
Chg.-0.080 |
Bid6:12:04 PM |
Ask6:12:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-9.64% |
0.760
Bid Size: 2,000 |
1.060
Ask Size: 2,000 |
AURUBIS AG |
70.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.33 |
| Parity: |
0.44 |
| Time value: |
0.60 |
| Break-even: |
80.30 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.20 |
| Spread %: |
24.10% |
| Delta: |
0.65 |
| Theta: |
-0.05 |
| Omega: |
4.71 |
| Rho: |
0.09 |
Quote data
| Open: |
0.790 |
| High: |
0.800 |
| Low: |
0.750 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.18% |
| 1 Month |
|
|
-27.18% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
-36.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.830 |
| 1M High / 1M Low: |
1.120 |
0.650 |
| 6M High / 6M Low: |
1.350 |
0.200 |
| High (YTD): |
2024-05-20 |
1.320 |
| Low (YTD): |
2024-03-05 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.880 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.706 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.67% |
| Volatility 6M: |
|
183.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
