JP Morgan Call 78 NDA 20.09.2024
/ DE000JB7X3P1
JP Morgan Call 78 NDA 20.09.2024/ DE000JB7X3P1 /
| 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 |
| 0.580EUR |
+9.43% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
78.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
JB7X3P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.33 |
| Parity: |
0.09 |
| Time value: |
0.68 |
| Break-even: |
85.70 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.20 |
| Spread %: |
35.09% |
| Delta: |
0.58 |
| Theta: |
-0.05 |
| Omega: |
5.92 |
| Rho: |
0.08 |
Quote data
| Open: |
0.540 |
| High: |
0.600 |
| Low: |
0.540 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.59% |
| 1 Month |
|
|
+28.89% |
| 3 Months |
|
|
+93.33% |
| YTD |
|
|
-24.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.430 |
| 1M High / 1M Low: |
0.580 |
0.280 |
| 6M High / 6M Low: |
0.820 |
0.088 |
| High (YTD): |
5/20/2024 |
0.820 |
| Low (YTD): |
3/5/2024 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.421 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.370 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
350.22% |
| Volatility 6M: |
|
264.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
