JP Morgan Call 68 NDA 17.05.2024
/ DE000JK2VM44
JP Morgan Call 68 NDA 17.05.2024/ DE000JK2VM44 /
| 2024-04-26 6:13:58 PM |
Chg.+0.120 |
Bid9:55:23 PM |
Ask9:55:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+20.34% |
0.710
Bid Size: 2,000 |
0.910
Ask Size: 2,000 |
AURUBIS AG |
68.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
JK2VM4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.31 |
| Parity: |
0.62 |
| Time value: |
0.29 |
| Break-even: |
77.10 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.20 |
| Spread %: |
28.17% |
| Delta: |
0.71 |
| Theta: |
-0.12 |
| Omega: |
5.83 |
| Rho: |
0.02 |
Quote data
| Open: |
0.680 |
| High: |
0.760 |
| Low: |
0.680 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.41% |
| 1 Month |
|
|
+238.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.590 |
| 1M High / 1M Low: |
0.870 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
