JP Morgan Call 74 NDA 16.08.2024
/ DE000JT00N03
JP Morgan Call 74 NDA 16.08.2024/ DE000JT00N03 /
7/26/2024 2:28:51 PM |
Chg.+0.010 |
Bid2:45:49 PM |
Ask2:45:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+5.56% |
0.190 Bid Size: 2,000 |
0.280 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: |
0.180 |
Previous Close: |
0.180 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-44.12% |
1 Month |
|
|
-61.22% |
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: |
|
- |