JP Morgan Call 94 NDA 21.03.2025
/ DE000JT0K6Z7
JP Morgan Call 94 NDA 21.03.2025/ DE000JT0K6Z7 /
| 8/1/2024 9:00:07 AM |
Chg.0.000 |
Bid9:27:07 AM |
Ask9:27:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
0.00% |
0.200
Bid Size: 2,000 |
0.500
Ask Size: 2,000 |
AURUBIS AG |
94.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
JT0K6Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.32 |
| Parity: |
-2.20 |
| Time value: |
0.91 |
| Break-even: |
103.10 |
| Moneyness: |
0.77 |
| Premium: |
0.43 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.70 |
| Spread %: |
333.33% |
| Delta: |
0.43 |
| Theta: |
-0.03 |
| Omega: |
3.38 |
| Rho: |
0.14 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
-47.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.170 |
| 1M High / 1M Low: |
0.460 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.327 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
