JP Morgan Call 70 NDA 20.12.2024
/ DE000JB4VAG2
JP Morgan Call 70 NDA 20.12.2024/ DE000JB4VAG2 /
| 2024-06-04 6:19:44 PM |
Chg.-0.11 |
Bid8:11:51 PM |
Ask8:11:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-8.66% |
1.17
Bid Size: 2,000 |
1.67
Ask Size: 2,000 |
AURUBIS AG |
70.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
JB4VAG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.32 |
| Parity: |
0.64 |
| Time value: |
1.14 |
| Break-even: |
87.80 |
| Moneyness: |
1.09 |
| Premium: |
0.15 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.50 |
| Spread %: |
39.06% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
2.91 |
| Rho: |
0.19 |
Quote data
| Open: |
1.20 |
| High: |
1.23 |
| Low: |
1.13 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.43% |
| 1 Month |
|
|
+45.00% |
| 3 Months |
|
|
+241.18% |
| YTD |
|
|
-12.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.27 |
| 1M High / 1M Low: |
1.59 |
0.85 |
| 6M High / 6M Low: |
1.69 |
0.31 |
| High (YTD): |
2024-05-20 |
1.59 |
| Low (YTD): |
2024-03-05 |
0.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.04% |
| Volatility 6M: |
|
143.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
