JP Morgan Call 30 NEM 16.01.2026
/ DE000JK4JR84
JP Morgan Call 30 NEM 16.01.2026/ DE000JK4JR84 /
| 2024-05-30 12:06:07 PM |
Chg.-0.05 |
Bid3:08:05 PM |
Ask3:08:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
-3.52% |
1.39
Bid Size: 10,000 |
1.43
Ask Size: 10,000 |
Newmont Corporation |
30.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK4JR8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Newmont Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
1.08 |
| Time value: |
0.37 |
| Break-even: |
42.27 |
| Moneyness: |
1.39 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
4.32% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
2.25 |
| Rho: |
0.30 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.14% |
| 1 Month |
|
|
-2.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.38 |
| 1M High / 1M Low: |
1.59 |
1.34 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
