OverviewChartNewsTraderScreen

JP Morgan Call 510 NOC 16.08.2024/  DE000JB74373  /

EUWAX
2024-07-12  11:49:51 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.003EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Northrop Grumman Cor... 510.00 USD 2024-08-16 Call
 

Master data

WKN: JB7437
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Northrop Grumman Corp Holding Co
Type: Warrant
Option type: Call
Strike price: 510.00 USD
Maturity: 2024-08-16
Issue date: 2023-12-18
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 100.47
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.19
Parity: -0.72
Time value: 0.04
Break-even: 472.96
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 5.16
Spread abs.: 0.04
Spread %: 1,333.33%
Delta: 0.14
Theta: -0.19
Omega: 14.47
Rho: 0.05
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -50.00%
3 Months
  -95.24%
YTD
  -98.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.002
1M High / 1M Low: 0.008 0.002
6M High / 6M Low: 0.250 0.002
High (YTD): 2024-01-15 0.250
Low (YTD): 2024-07-10 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.072
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   439.34%
Volatility 6M:   287.45%
Volatility 1Y:   -
Volatility 3Y:   -