JP Morgan Call 1010 BLK 21.03.202.../  DE000JV3JE38  /

EUWAX
2024-12-20  10:03:36 AM Chg.-0.080 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.590EUR -11.94% -
Bid Size: -
-
Ask Size: -
BlackRock Inc 1,010.00 USD 2025-03-21 Call
 

Master data

WKN: JV3JE3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BlackRock Inc
Type: Warrant
Option type: Call
Strike price: 1,010.00 USD
Maturity: 2025-03-21
Issue date: 2024-10-09
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.91
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.18
Implied volatility: 0.27
Historic volatility: 0.17
Parity: 0.18
Time value: 0.48
Break-even: 1,034.62
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 6.15%
Delta: 0.60
Theta: -0.33
Omega: 8.94
Rho: 1.30
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.16%
1 Month
  -10.61%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.590
1M High / 1M Low: 0.900 0.580
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.740
Avg. volume 1W:   0.000
Avg. price 1M:   0.731
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -