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JP Morgan Call 640 NTH 17.01.2025/  DE000JS39G57  /

EUWAX
6/20/2024  9:04:31 AM Chg.0.000 Bid10:02:57 AM Ask10:02:57 AM Underlying Strike price Expiration date Option type
0.005EUR 0.00% 0.005
Bid Size: 2,000		 0.075
Ask Size: 2,000		 NORTHROP GRUMMAN DL ... 640.00 - 1/17/2025 Call
 

Master data

WKN: JS39G5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Call
Strike price: 640.00 -
Maturity: 1/17/2025
Issue date: 12/29/2022
Last trading day: 1/16/2025
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: 0.51
Historic volatility: 0.19
Parity: -2.44
Time value: 0.11
Break-even: 651.00
Moneyness: 0.62
Premium: 0.64
Premium p.a.: 1.36
Spread abs.: 0.11
Spread %: 2,100.00%
Delta: 0.16
Theta: -0.09
Omega: 5.78
Rho: 0.30
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month
  -66.67%
3 Months
  -80.00%
YTD
  -91.80%
1 Year
  -95.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.003
1M High / 1M Low: 0.016 0.003
6M High / 6M Low: 0.084 0.003
High (YTD): 1/15/2024 0.084
Low (YTD): 6/13/2024 0.003
52W High: 10/18/2023 0.200
52W Low: 6/13/2024 0.003
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.033
Avg. volume 6M:   0.000
Avg. price 1Y:   0.066
Avg. volume 1Y:   0.000
Volatility 1M:   277.07%
Volatility 6M:   200.86%
Volatility 1Y:   221.11%
Volatility 3Y:   -