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JP Morgan Call 530 MUV2 20.09.202.../  DE000JB77NV1  /

EUWAX
2024-07-10  10:06:51 AM Chg.+0.003 Bid10:42:52 AM Ask10:42:52 AM Underlying Strike price Expiration date Option type
0.100EUR +3.09% 0.100
Bid Size: 15,000		 0.110
Ask Size: 15,000		 MUENCH.RUECKVERS.VNA... 530.00 EUR 2024-09-20 Call
 

Master data

WKN: JB77NV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 530.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-06
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 241.84
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -7.05
Time value: 0.19
Break-even: 531.90
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 1.10
Spread abs.: 0.09
Spread %: 90.00%
Delta: 0.09
Theta: -0.06
Omega: 22.54
Rho: 0.08
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.097
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.29%
1 Month
  -56.52%
3 Months  
+12.36%
YTD  
+36.99%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.097 0.062
1M High / 1M Low: 0.360 0.062
6M High / 6M Low: 0.370 0.048
High (YTD): 2024-05-27 0.370
Low (YTD): 2024-05-06 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.191
Avg. volume 1M:   0.000
Avg. price 6M:   0.172
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   347.76%
Volatility 6M:   322.23%
Volatility 1Y:   -
Volatility 3Y:   -