JP Morgan Call 70 NDA 21.06.2024
/ DE000JL4B9W2
JP Morgan Call 70 NDA 21.06.2024/ DE000JL4B9W2 /
| 2024-05-22 6:23:50 PM |
Chg.-0.330 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-35.87% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL4B9W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.33 |
| Parity: |
0.79 |
| Time value: |
0.41 |
| Break-even: |
82.00 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.30 |
| Spread %: |
33.33% |
| Delta: |
0.72 |
| Theta: |
-0.11 |
| Omega: |
4.65 |
| Rho: |
0.04 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.590 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.92% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+293.33% |
| YTD |
|
|
-40.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.590 |
| 1M High / 1M Low: |
1.070 |
0.280 |
| 6M High / 6M Low: |
1.380 |
0.075 |
| High (YTD): |
2024-05-20 |
1.070 |
| Low (YTD): |
2024-03-05 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.629 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.582 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
381.81% |
| Volatility 6M: |
|
266.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
