JP Morgan Call 70 NDA 20.09.2024
/ DE000JB7NLH7
JP Morgan Call 70 NDA 20.09.2024/ DE000JB7NLH7 /
| 05/07/2024 17:27:43 |
Chg.+0.09 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+8.82% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
14/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.33 |
| Parity: |
0.89 |
| Time value: |
0.51 |
| Break-even: |
84.00 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.30 |
| Spread %: |
27.27% |
| Delta: |
0.72 |
| Theta: |
-0.05 |
| Omega: |
4.06 |
| Rho: |
0.09 |
Quote data
| Open: |
1.06 |
| High: |
1.13 |
| Low: |
1.06 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.16% |
| 1 Month |
|
|
+26.14% |
| 3 Months |
|
|
+81.97% |
| YTD |
|
|
-6.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.92 |
| 1M High / 1M Low: |
1.11 |
0.65 |
| 6M High / 6M Low: |
1.32 |
0.20 |
| High (YTD): |
20/05/2024 |
1.32 |
| Low (YTD): |
05/03/2024 |
0.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.09% |
| Volatility 6M: |
|
189.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
