JP Morgan Call 70 NDAQ 20.12.2024
/ DE000JK85594
JP Morgan Call 70 NDAQ 20.12.2024/ DE000JK85594 /
| 26/09/2024 12:31:59 |
Chg.- |
Bid15:00:08 |
Ask15:00:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
- |
0.480
Bid Size: 5,000 |
0.500
Ask Size: 5,000 |
Nasdaq Inc |
70.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK8559 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
0.23 |
| Time value: |
0.25 |
| Break-even: |
67.43 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
8.90 |
| Rho: |
0.09 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.00% |
| 1 Month |
|
|
+41.67% |
| 3 Months |
|
|
+562.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.510 |
| 1M High / 1M Low: |
0.600 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
