JP Morgan Call 78 NDA 16.08.2024
/ DE000JT06SS7
JP Morgan Call 78 NDA 16.08.2024/ DE000JT06SS7 /
| 16/07/2024 10:13:07 |
Chg.-0.140 |
Bid13:04:13 |
Ask13:04:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-40.00% |
0.280
Bid Size: 2,000 |
0.370
Ask Size: 2,000 |
AURUBIS AG |
78.00 EUR |
16/08/2024 |
Call |
Master data
| WKN: |
JT06SS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 EUR |
| Maturity: |
16/08/2024 |
| Issue date: |
22/05/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.32 |
| Parity: |
0.01 |
| Time value: |
0.51 |
| Break-even: |
83.10 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.15 |
| Spread %: |
41.67% |
| Delta: |
0.54 |
| Theta: |
-0.08 |
| Omega: |
8.28 |
| Rho: |
0.03 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.50% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.350 |
| 1M High / 1M Low: |
0.470 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.359 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
402.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
