JP Morgan Call 12.5 NDX1 21.06.2024
/ DE000JK6N9A4
JP Morgan Call 12.5 NDX1 21.06.20.../ DE000JK6N9A4 /
| 2024-05-15 5:07:00 PM |
Chg.- |
Bid9:39:16 AM |
Ask9:39:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
- |
2.80
Bid Size: 1,000 |
3.10
Ask Size: 1,000 |
NORDEX SE O.N. |
12.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
JK6N9A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.72 |
| Intrinsic value: |
2.62 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.40 |
| Parity: |
2.62 |
| Time value: |
0.74 |
| Break-even: |
15.86 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.50 |
| Spread %: |
17.48% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
3.52 |
| Rho: |
0.01 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.31 |
| Previous Close: |
2.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.32% |
| 1 Month |
|
|
+128.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.84 |
2.05 |
| 1M High / 1M Low: |
2.84 |
0.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
