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JP Morgan Call 38 VZ 19.07.2024/  DE000JB59VU4  /

EUWAX
2024-06-21  10:32:37 AM Chg.+0.010 Bid1:00:51 PM Ask1:00:51 PM Underlying Strike price Expiration date Option type
0.230EUR +4.55% 0.240
Bid Size: 50,000		 0.250
Ask Size: 50,000		 Verizon Communicatio... 38.00 USD 2024-07-19 Call
 

Master data

WKN: JB59VU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 2024-07-19
Issue date: 2023-11-20
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.66
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.21
Implied volatility: 0.23
Historic volatility: 0.22
Parity: 0.21
Time value: 0.03
Break-even: 37.89
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.84
Theta: -0.01
Omega: 13.12
Rho: 0.02
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.05%
1 Month
  -8.00%
3 Months
  -17.86%
YTD  
+35.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.160
1M High / 1M Low: 0.350 0.160
6M High / 6M Low: 0.500 0.160
High (YTD): 2024-01-30 0.500
Low (YTD): 2024-06-18 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.238
Avg. volume 1M:   0.000
Avg. price 6M:   0.297
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   279.14%
Volatility 6M:   202.78%
Volatility 1Y:   -
Volatility 3Y:   -