JP Morgan Call 76 NDA 21.03.2025
/ DE000JT0K6W4
JP Morgan Call 76 NDA 21.03.2025/ DE000JT0K6W4 /
| 1/24/2025 5:19:57 PM |
Chg.+0.050 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+15.15% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
76.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
JT0K6W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.37 |
| Parity: |
-0.28 |
| Time value: |
0.52 |
| Break-even: |
81.20 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.15 |
| Spread %: |
40.54% |
| Delta: |
0.48 |
| Theta: |
-0.06 |
| Omega: |
6.77 |
| Rho: |
0.05 |
Quote data
| Open: |
0.380 |
| High: |
0.410 |
| Low: |
0.380 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.64% |
| 1 Month |
|
|
-40.63% |
| 3 Months |
|
|
-15.56% |
| YTD |
|
|
-36.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.330 |
| 1M High / 1M Low: |
0.650 |
0.300 |
| 6M High / 6M Low: |
1.300 |
0.200 |
| High (YTD): |
1/2/2025 |
0.570 |
| Low (YTD): |
1/14/2025 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.557 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.84% |
| Volatility 6M: |
|
241.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |