JP Morgan Call 90 NDA 20.12.2024
/ DE000JB4VAT5
JP Morgan Call 90 NDA 20.12.2024/ DE000JB4VAT5 /
| 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: |
|
- |
