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JP Morgan Call 470 NOC 20.06.2025/  DE000JB8K290  /

EUWAX
04/10/2024  10:28:30 Chg.-0.010 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.830EUR -1.19% -
Bid Size: -		 -
Ask Size: -		 Northrop Grumman Cor... 470.00 USD 20/06/2025 Call
 

Master data

WKN: JB8K29
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Northrop Grumman Corp Holding Co
Type: Warrant
Option type: Call
Strike price: 470.00 USD
Maturity: 20/06/2025
Issue date: 07/12/2023
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.24
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.61
Implied volatility: 0.20
Historic volatility: 0.19
Parity: 0.61
Time value: 0.18
Break-even: 506.61
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 4.88%
Delta: 0.84
Theta: -0.07
Omega: 5.24
Rho: 2.35
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.16%
1 Month  
+18.57%
3 Months  
+207.41%
YTD  
+38.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.740
1M High / 1M Low: 0.880 0.680
6M High / 6M Low: 0.880 0.210
High (YTD): 02/10/2024 0.880
Low (YTD): 10/07/2024 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   0.736
Avg. volume 1M:   0.000
Avg. price 6M:   0.500
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.60%
Volatility 6M:   126.27%
Volatility 1Y:   -
Volatility 3Y:   -