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JP Morgan Call 74 NDA 19.07.2024/  DE000JK8BXX1  /

EUWAX
2024-05-22  4:26:39 PM Chg.-0.240 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.470EUR -33.80% -
Bid Size: -		 -
Ask Size: -		 AURUBIS AG 74.00 EUR 2024-07-19 Call
 

Master data

WKN: JK8BXX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 74.00 EUR
Maturity: 2024-07-19
Issue date: 2024-04-24
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.66
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.39
Implied volatility: 0.55
Historic volatility: 0.33
Parity: 0.39
Time value: 0.51
Break-even: 83.00
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.49
Spread abs.: 0.20
Spread %: 28.57%
Delta: 0.64
Theta: -0.06
Omega: 5.58
Rho: 0.07
 

Quote data

Open: 0.600
High: 0.600
Low: 0.470
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.69%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.470
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.680
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:   -