JP Morgan Call 74 NDA 16.08.2024
/ DE000JT00N03
JP Morgan Call 74 NDA 16.08.2024/ DE000JT00N03 /
| 7/26/2024 5:24:55 PM |
Chg.-0.020 |
Bid5:36:03 PM |
Ask5:36:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-11.11% |
0.170
Bid Size: 2,000 |
0.370
Ask Size: 2,000 |
AURUBIS AG |
74.00 EUR |
8/16/2024 |
Call |
Master data
| WKN: |
JT00N0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
5/24/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.32 |
| Parity: |
-0.28 |
| Time value: |
0.38 |
| Break-even: |
77.80 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
3.67 |
| Spread abs.: |
0.20 |
| Spread %: |
111.11% |
| Delta: |
0.45 |
| Theta: |
-0.12 |
| Omega: |
8.45 |
| Rho: |
0.02 |
Quote data
| Open: |
0.180 |
| High: |
0.190 |
| Low: |
0.160 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.94% |
| 1 Month |
|
|
-67.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.150 |
| 1M High / 1M Low: |
0.730 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
