JP Morgan Call 72 NDA 20.09.2024
/ DE000JB77NX7
JP Morgan Call 72 NDA 20.09.2024/ DE000JB77NX7 /
| 8/30/2024 6:18:33 PM |
Chg.-0.001 |
Bid9:58:08 PM |
Ask9:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
-1.92% |
0.053
Bid Size: 1,000 |
0.250
Ask Size: 1,000 |
AURUBIS AG |
72.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
JB77NX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.33 |
| Parity: |
-0.37 |
| Time value: |
0.25 |
| Break-even: |
74.50 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
3.88 |
| Spread abs.: |
0.20 |
| Spread %: |
371.70% |
| Delta: |
0.39 |
| Theta: |
-0.10 |
| Omega: |
10.65 |
| Rho: |
0.01 |
Quote data
| Open: |
0.083 |
| High: |
0.083 |
| Low: |
0.051 |
| Previous Close: |
0.052 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.38% |
| 1 Month |
|
|
-81.79% |
| 3 Months |
|
|
-94.80% |
| YTD |
|
|
-95.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.092 |
0.051 |
| 1M High / 1M Low: |
0.280 |
0.040 |
| 6M High / 6M Low: |
1.210 |
0.040 |
| High (YTD): |
5/20/2024 |
1.210 |
| Low (YTD): |
8/5/2024 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.558 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
457.44% |
| Volatility 6M: |
|
279.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
