JP Morgan Call 76 NDA 21.03.2025
/ DE000JT0K6W4
JP Morgan Call 76 NDA 21.03.2025/ DE000JT0K6W4 /
| 7/10/2024 6:18:30 PM |
Chg.+0.08 |
Bid6:31:17 PM |
Ask6:31:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+7.02% |
1.21
Bid Size: 2,000 |
1.91
Ask Size: 2,000 |
AURUBIS AG |
76.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
JT0K6W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.33 |
| Parity: |
0.22 |
| Time value: |
1.41 |
| Break-even: |
92.30 |
| Moneyness: |
1.03 |
| Premium: |
0.18 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.50 |
| Spread %: |
44.25% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
3.05 |
| Rho: |
0.23 |
Quote data
| Open: |
1.13 |
| High: |
1.22 |
| Low: |
1.13 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.93% |
| 1 Month |
|
|
+31.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
1.09 |
| 1M High / 1M Low: |
1.20 |
0.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
