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JP Morgan Call 510 NOC 16.08.2024/  DE000JB74373  /

EUWAX
09/08/2024  11:47:39 Chg.-0.015 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.013EUR -53.57% -
Bid Size: -		 -
Ask Size: -		 Northrop Grumman Cor... 510.00 USD 16/08/2024 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: 16/08/2024
Issue date: 18/12/2023
Last trading day: 15/08/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 148.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.19
Parity: -0.17
Time value: 0.03
Break-even: 470.27
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 8.80
Spread abs.: 0.02
Spread %: 153.85%
Delta: 0.24
Theta: -0.50
Omega: 35.30
Rho: 0.02
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.028
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month  
+225.00%
3 Months
  -77.59%
YTD
  -93.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.012
1M High / 1M Low: 0.030 0.002
6M High / 6M Low: 0.130 0.002
High (YTD): 15/01/2024 0.250
Low (YTD): 16/07/2024 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.052
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,361.03%
Volatility 6M:   628.59%
Volatility 1Y:   -
Volatility 3Y:   -