JP Morgan Call 90 NDA 20.12.2024/  DE000JB4VAT5  /

EUWAX
7/29/2024  9:02:33 AM Chg.+0.010 Bid9:57:48 AM Ask9:57:48 AM Underlying Strike price Expiration date Option type
0.150EUR +7.14% 0.150
Bid Size: 2,000
0.350
Ask Size: 2,000
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: 11.15
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.32
Parity: -1.87
Time value: 0.64
Break-even: 96.40
Moneyness: 0.79
Premium: 0.35
Premium p.a.: 1.14
Spread abs.: 0.50
Spread %: 357.14%
Delta: 0.38
Theta: -0.04
Omega: 4.24
Rho: 0.08
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -34.78%
3 Months
  -63.41%
YTD
  -71.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.390 0.120
6M High / 6M Low: 0.570 0.055
High (YTD): 5/20/2024 0.570
Low (YTD): 3/5/2024 0.055
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.281
Avg. volume 1M:   0.000
Avg. price 6M:   0.247
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.85%
Volatility 6M:   246.54%
Volatility 1Y:   -
Volatility 3Y:   -