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JP Morgan Call 620 NTH 17.01.2025/  DE000JS39G32  /

EUWAX
04/10/2024  09:14:55 Chg.+0.001 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.049EUR +2.08% -
Bid Size: -		 -
Ask Size: -		 NORTHROP GRUMMAN DL ... 620.00 - 17/01/2025 Call
 

Master data

WKN: JS39G3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Call
Strike price: 620.00 -
Maturity: 17/01/2025
Issue date: 29/12/2022
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 63.51
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.19
Parity: -1.31
Time value: 0.08
Break-even: 627.70
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 1.40
Spread abs.: 0.03
Spread %: 63.83%
Delta: 0.16
Theta: -0.12
Omega: 10.08
Rho: 0.20
 

Quote data

Open: 0.049
High: 0.049
Low: 0.049
Previous Close: 0.048
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+75.00%
1 Month  
+68.97%
3 Months  
+600.00%
YTD
  -37.97%
1 Year
  -36.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.030
1M High / 1M Low: 0.061 0.023
6M High / 6M Low: 0.061 0.005
High (YTD): 15/01/2024 0.110
Low (YTD): 16/07/2024 0.005
52W High: 18/10/2023 0.240
52W Low: 16/07/2024 0.005
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.022
Avg. volume 6M:   0.000
Avg. price 1Y:   0.056
Avg. volume 1Y:   0.000
Volatility 1M:   404.65%
Volatility 6M:   321.26%
Volatility 1Y:   266.42%
Volatility 3Y:   -