JP Morgan Call 72 NDA 16.08.2024
/ DE000JT00MY1
JP Morgan Call 72 NDA 16.08.2024/ DE000JT00MY1 /
| 7/5/2024 3:21:30 PM |
Chg.+0.080 |
Bid5:36:07 PM |
Ask5:36:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+10.00% |
0.850
Bid Size: 2,000 |
1.150
Ask Size: 2,000 |
AURUBIS AG |
72.00 EUR |
8/16/2024 |
Call |
Master data
| WKN: |
JT00MY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
5/24/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.33 |
| Parity: |
0.57 |
| Time value: |
0.50 |
| Break-even: |
82.70 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.30 |
| Spread %: |
38.96% |
| Delta: |
0.67 |
| Theta: |
-0.09 |
| Omega: |
4.89 |
| Rho: |
0.05 |
Quote data
| Open: |
0.830 |
| High: |
0.880 |
| Low: |
0.830 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.04% |
| 1 Month |
|
|
+54.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.530 |
| 1M High / 1M Low: |
0.800 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.605 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
