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JP Morgan Call 530 MUV2 20.09.202.../  DE000JB77NV1  /

EUWAX
6/25/2024  10:00:57 AM Chg.-0.010 Bid10:26:02 AM Ask10:26:02 AM Underlying Strike price Expiration date Option type
0.180EUR -5.26% 0.190
Bid Size: 20,000		 0.200
Ask Size: 20,000		 MUENCH.RUECKVERS.VNA... 530.00 EUR 9/20/2024 Call
 

Master data

WKN: JB77NV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 530.00 EUR
Maturity: 9/20/2024
Issue date: 12/6/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 166.82
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -6.29
Time value: 0.28
Break-even: 532.80
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.74
Spread abs.: 0.08
Spread %: 40.00%
Delta: 0.13
Theta: -0.06
Omega: 21.17
Rho: 0.13
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month
  -35.71%
3 Months     0.00%
YTD  
+146.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.190
1M High / 1M Low: 0.370 0.190
6M High / 6M Low: 0.370 0.048
High (YTD): 5/27/2024 0.370
Low (YTD): 5/6/2024 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.269
Avg. volume 1M:   0.000
Avg. price 6M:   0.169
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   249.21%
Volatility 6M:   305.29%
Volatility 1Y:   -
Volatility 3Y:   -