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JP Morgan Call 40 VZ 19.07.2024/  DE000JB59VV2  /

EUWAX
2024-06-21  10:32:37 AM Chg.+0.003 Bid5:56:27 PM Ask5:56:27 PM Underlying Strike price Expiration date Option type
0.083EUR +3.75% 0.065
Bid Size: 250,000		 0.075
Ask Size: 250,000		 Verizon Communicatio... 40.00 USD 2024-07-19 Call
 

Master data

WKN: JB59VV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 40.00 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: 43.27
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.02
Implied volatility: 0.17
Historic volatility: 0.22
Parity: 0.02
Time value: 0.06
Break-even: 38.23
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 12.05%
Delta: 0.58
Theta: -0.01
Omega: 25.26
Rho: 0.02
 

Quote data

Open: 0.083
High: 0.083
Low: 0.083
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.69%
1 Month
  -24.55%
3 Months
  -51.18%
YTD
  -17.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.049
1M High / 1M Low: 0.190 0.049
6M High / 6M Low: 0.360 0.049
High (YTD): 2024-02-02 0.360
Low (YTD): 2024-06-18 0.049
52W High: - -
52W Low: - -
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.180
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   483.00%
Volatility 6M:   290.74%
Volatility 1Y:   -
Volatility 3Y:   -