JP Morgan Call 76 NDA 20.09.2024
/ DE000JB7X3N6
JP Morgan Call 76 NDA 20.09.2024/ DE000JB7X3N6 /
| 7/5/2024 4:21:14 PM |
Chg.+0.050 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+7.81% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
76.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
JB7X3N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.33 |
| Parity: |
0.29 |
| Time value: |
0.60 |
| Break-even: |
84.90 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.20 |
| Spread %: |
28.99% |
| Delta: |
0.62 |
| Theta: |
-0.05 |
| Omega: |
5.51 |
| Rho: |
0.08 |
Quote data
| Open: |
0.650 |
| High: |
0.720 |
| Low: |
0.650 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.29% |
| 1 Month |
|
|
+27.78% |
| 3 Months |
|
|
+86.49% |
| YTD |
|
|
-19.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.530 |
| 1M High / 1M Low: |
0.690 |
0.350 |
| 6M High / 6M Low: |
0.940 |
0.110 |
| High (YTD): |
5/20/2024 |
0.940 |
| Low (YTD): |
3/5/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.438 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.12% |
| Volatility 6M: |
|
243.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
