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JP Morgan Call 630 NTH 17.01.2025/  DE000JS39G40  /

EUWAX
20/06/2024  09:04:31 Chg.0.000 Bid10:01:46 Ask10:01:46 Underlying Strike price Expiration date Option type
0.006EUR 0.00% 0.006
Bid Size: 3,000		 0.076
Ask Size: 3,000		 NORTHROP GRUMMAN DL ... 630.00 - 17/01/2025 Call
 

Master data

WKN: JS39G4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Call
Strike price: 630.00 -
Maturity: 17/01/2025
Issue date: 29/12/2022
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 36.02
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.19
Parity: -2.34
Time value: 0.11
Break-even: 641.00
Moneyness: 0.63
Premium: 0.62
Premium p.a.: 1.30
Spread abs.: 0.11
Spread %: 2,100.00%
Delta: 0.16
Theta: -0.09
Omega: 5.87
Rho: 0.31
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -66.67%
3 Months
  -79.31%
YTD
  -91.30%
1 Year
  -95.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.004
1M High / 1M Low: 0.019 0.004
6M High / 6M Low: 0.095 0.004
High (YTD): 15/01/2024 0.095
Low (YTD): 17/06/2024 0.004
52W High: 18/10/2023 0.220
52W Low: 17/06/2024 0.004
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.037
Avg. volume 6M:   0.000
Avg. price 1Y:   0.074
Avg. volume 1Y:   0.000
Volatility 1M:   316.73%
Volatility 6M:   210.61%
Volatility 1Y:   230.89%
Volatility 3Y:   -