JP Morgan Call 72 NDA 16.08.2024/  DE000JT00MY1  /

EUWAX
7/26/2024  5:24:55 PM Chg.-0.030 Bid5:36:03 PM Ask5:36:03 PM Underlying Strike price Expiration date Option type
0.240EUR -11.11% 0.260
Bid Size: 2,000
0.460
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: 15.48
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.32
Parity: -0.08
Time value: 0.46
Break-even: 76.60
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 2.56
Spread abs.: 0.20
Spread %: 76.92%
Delta: 0.51
Theta: -0.12
Omega: 7.95
Rho: 0.02
 

Quote data

Open: 0.270
High: 0.290
Low: 0.240
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.67%
1 Month
  -60.66%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.230
1M High / 1M Low: 0.880 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.626
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -