JP Morgan Call 74 NDA 16.08.2024/  DE000JT00N03  /

EUWAX
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:   -