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JP Morgan Call 42 VZ 19.07.2024/  DE000JB8G991  /

EUWAX
2024-06-21  9:44:27 AM Chg.+0.001 Bid2:25:22 PM Ask2:25:22 PM Underlying Strike price Expiration date Option type
0.017EUR +6.25% 0.019
Bid Size: 50,000		 0.029
Ask Size: 50,000		 Verizon Communicatio... 42.00 USD 2024-07-19 Call
 

Master data

WKN: JB8G99
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 2024-07-19
Issue date: 2023-12-04
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 143.71
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.22
Parity: -0.16
Time value: 0.03
Break-even: 39.49
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.91
Spread abs.: 0.01
Spread %: 55.56%
Delta: 0.23
Theta: -0.01
Omega: 33.36
Rho: 0.01
 

Quote data

Open: 0.017
High: 0.017
Low: 0.017
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.43%
1 Month
  -54.05%
3 Months
  -81.91%
YTD
  -71.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.010
1M High / 1M Low: 0.076 0.010
6M High / 6M Low: 0.250 0.010
High (YTD): 2024-02-02 0.250
Low (YTD): 2024-06-18 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.100
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   680.17%
Volatility 6M:   380.25%
Volatility 1Y:   -
Volatility 3Y:   -