JP Morgan Call 74 NDA 17.05.2024
/ DE000JK54053
JP Morgan Call 74 NDA 17.05.2024/ DE000JK54053 /
| 2024-05-02 9:29:51 AM |
Chg.+0.010 |
Bid9:49:03 AM |
Ask9:49:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+2.86% |
0.370
Bid Size: 2,000 |
0.460
Ask Size: 2,000 |
AURUBIS AG |
74.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
JK5405 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.31 |
| Parity: |
0.12 |
| Time value: |
0.37 |
| Break-even: |
78.90 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
2.22 |
| Spread abs.: |
0.15 |
| Spread %: |
44.12% |
| Delta: |
0.58 |
| Theta: |
-0.14 |
| Omega: |
8.86 |
| Rho: |
0.02 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.64% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.220 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
