JP Morgan Call 170 AVGO 15.11.2024
/ DE000JT2S9N7
JP Morgan Call 170 AVGO 15.11.202.../ DE000JT2S9N7 /
| 2024-11-14 8:45:05 AM |
Chg.-0.200 |
Bid10:17:30 AM |
Ask10:17:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-32.26% |
0.490
Bid Size: 10,000 |
0.510
Ask Size: 10,000 |
Broadcom Inc |
170.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JT2S9N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Broadcom Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-06-25 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.42 |
| Parity: |
0.34 |
| Time value: |
0.10 |
| Break-even: |
165.25 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
7.49 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.73 |
| Theta: |
-0.95 |
| Omega: |
27.62 |
| Rho: |
0.00 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.38% |
| 1 Month |
|
|
-72.90% |
| 3 Months |
|
|
-51.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
0.620 |
| 1M High / 1M Low: |
1.570 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
461.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
