JP Morgan Call 70 NDA 20.09.2024
/ DE000JB7NLH7
JP Morgan Call 70 NDA 20.09.2024/ DE000JB7NLH7 /
| 7/26/2024 4:19:38 PM |
Chg.+0.040 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+8.33% |
-
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: |
10.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.32 |
| Parity: |
0.14 |
| Time value: |
0.53 |
| Break-even: |
76.60 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.15 |
| Spread %: |
29.41% |
| Delta: |
0.59 |
| Theta: |
-0.05 |
| Omega: |
6.36 |
| Rho: |
0.05 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.520 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.76% |
| 1 Month |
|
|
-32.47% |
| 3 Months |
|
|
-48.00% |
| YTD |
|
|
-56.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.460 |
| 1M High / 1M Low: |
1.170 |
0.460 |
| 6M High / 6M Low: |
1.320 |
0.200 |
| High (YTD): |
5/20/2024 |
1.320 |
| Low (YTD): |
3/5/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.872 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.709 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.98% |
| Volatility 6M: |
|
192.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
