JP Morgan Call 90 NDA 20.12.2024
/ DE000JB4VAT5
JP Morgan Call 90 NDA 20.12.2024/ DE000JB4VAT5 /
| 9/4/2024 1:20:08 PM |
Chg.+0.003 |
Bid2:00:22 PM |
Ask2:00:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.033EUR |
+10.00% |
0.032
Bid Size: 1,000 |
0.230
Ask Size: 1,000 |
AURUBIS AG |
90.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
JB4VAT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.32 |
| Parity: |
-2.35 |
| Time value: |
0.33 |
| Break-even: |
93.30 |
| Moneyness: |
0.74 |
| Premium: |
0.40 |
| Premium p.a.: |
2.17 |
| Spread abs.: |
0.30 |
| Spread %: |
1,000.00% |
| Delta: |
0.27 |
| Theta: |
-0.04 |
| Omega: |
5.38 |
| Rho: |
0.04 |
Quote data
| Open: |
0.026 |
| High: |
0.033 |
| Low: |
0.026 |
| Previous Close: |
0.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.26% |
| 1 Month |
|
|
-66.33% |
| 3 Months |
|
|
-90.00% |
| YTD |
|
|
-93.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.050 |
0.030 |
| 1M High / 1M Low: |
0.057 |
0.030 |
| 6M High / 6M Low: |
0.570 |
0.030 |
| High (YTD): |
5/20/2024 |
0.570 |
| Low (YTD): |
9/3/2024 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.226 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.82% |
| Volatility 6M: |
|
272.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
