JP Morgan Call 90 NDA 20.12.2024
/ DE000JB4VAT5
JP Morgan Call 90 NDA 20.12.2024/ DE000JB4VAT5 /
| 05/07/2024 16:22:15 |
Chg.+0.020 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+5.56% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
90.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.33 |
| Parity: |
-1.11 |
| Time value: |
0.88 |
| Break-even: |
98.80 |
| Moneyness: |
0.88 |
| Premium: |
0.25 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.50 |
| Spread %: |
131.58% |
| Delta: |
0.46 |
| Theta: |
-0.04 |
| Omega: |
4.14 |
| Rho: |
0.13 |
Quote data
| Open: |
0.370 |
| High: |
0.400 |
| Low: |
0.370 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.22% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
+90.00% |
| YTD |
|
|
-26.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.290 |
| 1M High / 1M Low: |
0.380 |
0.190 |
| 6M High / 6M Low: |
0.570 |
0.055 |
| High (YTD): |
20/05/2024 |
0.570 |
| Low (YTD): |
05/03/2024 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.286 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.249 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.73% |
| Volatility 6M: |
|
242.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
