JP Morgan Call 80 NDA 20.06.2025
/ DE000JT867P9
JP Morgan Call 80 NDA 20.06.2025/ DE000JT867P9 /
| 11/13/2024 8:14:02 AM |
Chg.-0.060 |
Bid9:35:37 AM |
Ask9:35:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-6.90% |
0.880
Bid Size: 2,000 |
1.080
Ask Size: 2,000 |
AURUBIS AG |
80.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
JT867P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
9/3/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.36 |
| Parity: |
-0.40 |
| Time value: |
1.31 |
| Break-even: |
93.10 |
| Moneyness: |
0.95 |
| Premium: |
0.23 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.50 |
| Spread %: |
61.73% |
| Delta: |
0.57 |
| Theta: |
-0.03 |
| Omega: |
3.28 |
| Rho: |
0.18 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
+211.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
0.840 |
| 1M High / 1M Low: |
1.280 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.614 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
335.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
