JP Morgan Call 590 NOC 17.01.2025
/ DE000JV128K3
JP Morgan Call 590 NOC 17.01.2025/ DE000JV128K3 /
| 2024-11-12 8:56:49 AM |
Chg.+0.006 |
Bid8:59:04 PM |
Ask8:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
+26.09% |
0.025
Bid Size: 100,000 |
0.035
Ask Size: 100,000 |
Northrop Grumman Cor... |
590.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JV128K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
590.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-10-03 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
108.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-0.53 |
| Time value: |
0.05 |
| Break-even: |
557.91 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.02 |
| Spread %: |
68.97% |
| Delta: |
0.18 |
| Theta: |
-0.11 |
| Omega: |
19.62 |
| Rho: |
0.15 |
Quote data
| Open: |
0.029 |
| High: |
0.029 |
| Low: |
0.029 |
| Previous Close: |
0.023 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.25% |
| 1 Month |
|
|
-56.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.026 |
0.016 |
| 1M High / 1M Low: |
0.074 |
0.012 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
400.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
