JP Morgan Call 94 NDA 21.03.2025
/ DE000JT0K6Z7
JP Morgan Call 94 NDA 21.03.2025/ DE000JT0K6Z7 /
| 13/11/2024 18:27:56 |
Chg.-0.010 |
Bid21:24:27 |
Ask21:24:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-3.70% |
0.260
Bid Size: 1,000 |
0.560
Ask Size: 1,000 |
AURUBIS AG |
94.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
04/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.36 |
| Parity: |
-1.80 |
| Time value: |
0.55 |
| Break-even: |
99.50 |
| Moneyness: |
0.81 |
| Premium: |
0.31 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.30 |
| Spread %: |
120.00% |
| Delta: |
0.35 |
| Theta: |
-0.04 |
| Omega: |
4.90 |
| Rho: |
0.08 |
Quote data
| Open: |
0.260 |
| High: |
0.280 |
| Low: |
0.250 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
+664.71% |
| 3 Months |
|
|
+271.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.270 |
| 1M High / 1M Low: |
0.470 |
0.027 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
567.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
