JP Morgan Call 75 NDA 20.12.2024
/ DE000JT25Z75
JP Morgan Call 75 NDA 20.12.2024/ DE000JT25Z75 /
| 7/10/2024 6:12:16 PM |
Chg.+0.080 |
Bid8:07:50 PM |
Ask8:07:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+8.08% |
1.060
Bid Size: 2,000 |
1.560
Ask Size: 2,000 |
AURUBIS AG |
75.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
JT25Z7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
6/25/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.33 |
| Parity: |
0.32 |
| Time value: |
0.96 |
| Break-even: |
87.80 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.30 |
| Spread %: |
30.61% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
3.87 |
| Rho: |
0.16 |
Quote data
| Open: |
0.950 |
| High: |
1.070 |
| Low: |
0.950 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.18% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.980 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
