JP Morgan Call 12 NDX1 21.06.2024
/ DE000JL0BTV9
JP Morgan Call 12 NDX1 21.06.2024/ DE000JL0BTV9 /
| 2024-05-30 12:30:12 PM |
Chg.- |
Bid2:28:17 PM |
Ask2:28:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.57EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
12.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL0BTV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.42 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.40 |
| Parity: |
2.42 |
| Time value: |
0.46 |
| Break-even: |
14.88 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.30 |
| Spread %: |
11.63% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
4.04 |
| Rho: |
0.00 |
Quote data
| Open: |
2.37 |
| High: |
2.57 |
| Low: |
2.37 |
| Previous Close: |
2.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.86% |
| 1 Month |
|
|
+24.76% |
| 3 Months |
|
|
+182.42% |
| YTD |
|
|
+213.41% |
| 1 Year |
|
|
+1.18% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.83 |
2.39 |
| 1M High / 1M Low: |
3.24 |
1.88 |
| 6M High / 6M Low: |
3.24 |
0.28 |
| High (YTD): |
2024-05-14 |
3.24 |
| Low (YTD): |
2024-02-23 |
0.28 |
| 52W High: |
2023-07-27 |
3.43 |
| 52W Low: |
2024-02-23 |
0.28 |
| Avg. price 1W: |
|
2.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.52 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
147.33% |
| Volatility 6M: |
|
268.90% |
| Volatility 1Y: |
|
215.55% |
| Volatility 3Y: |
|
- |
