JP Morgan Call 66 NDA 17.05.2024
/ DE000JK2VM36
JP Morgan Call 66 NDA 17.05.2024/ DE000JK2VM36 /
| 2024-05-02 12:13:42 PM |
Chg.-0.050 |
Bid12:28:23 PM |
Ask12:28:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-5.15% |
0.900
Bid Size: 2,000 |
1.050
Ask Size: 2,000 |
AURUBIS AG |
66.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
JK2VM3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.31 |
| Parity: |
0.92 |
| Time value: |
0.34 |
| Break-even: |
78.60 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
1.93 |
| Spread abs.: |
0.30 |
| Spread %: |
31.25% |
| Delta: |
0.74 |
| Theta: |
-0.21 |
| Omega: |
4.44 |
| Rho: |
0.02 |
Quote data
| Open: |
1.000 |
| High: |
1.000 |
| Low: |
0.920 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.32% |
| 1 Month |
|
|
+162.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.740 |
| 1M High / 1M Low: |
1.050 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.907 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.781 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
