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JP Morgan Call 76 NDA 20.12.2024/  DE000JB4VAL2  /

EUWAX
10/18/2024  6:12:29 PM Chg.+0.020 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.160EUR +14.29% -
Bid Size: -		 -
Ask Size: -		 AURUBIS AG 76.00 EUR 12/20/2024 Call
 

Master data

WKN: JB4VAL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 76.00 EUR
Maturity: 12/20/2024
Issue date: 10/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.93
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.34
Parity: -0.83
Time value: 0.34
Break-even: 79.40
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 1.54
Spread abs.: 0.20
Spread %: 142.86%
Delta: 0.36
Theta: -0.05
Omega: 7.18
Rho: 0.04
 

Quote data

Open: 0.170
High: 0.180
Low: 0.160
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+95.12%
1 Month
  -58.97%
3 Months
  -77.14%
YTD
  -84.31%
1 Year
  -85.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.058
1M High / 1M Low: 0.390 0.058
6M High / 6M Low: 1.210 0.058
High (YTD): 5/20/2024 1.210
Low (YTD): 10/15/2024 0.058
52W High: 11/15/2023 1.580
52W Low: 10/15/2024 0.058
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   0.538
Avg. volume 6M:   0.000
Avg. price 1Y:   0.654
Avg. volume 1Y:   0.000
Volatility 1M:   511.29%
Volatility 6M:   276.74%
Volatility 1Y:   221.46%
Volatility 3Y:   -