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JP Morgan Call 660 NTH 17.01.2025/  DE000JS39G73  /

EUWAX
2024-06-14  11:56:47 AM Chg.+0.001 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.003EUR +50.00% -
Bid Size: -		 -
Ask Size: -		 NORTHROP GRUMMAN DL ... 660.00 - 2025-01-17 Call
 

Master data

WKN: JS39G7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Call
Strike price: 660.00 -
Maturity: 2025-01-17
Issue date: 2022-12-29
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 42.60
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.19
Parity: -2.64
Time value: 0.09
Break-even: 669.30
Moneyness: 0.60
Premium: 0.69
Premium p.a.: 1.43
Spread abs.: 0.09
Spread %: 3,000.00%
Delta: 0.14
Theta: -0.08
Omega: 5.98
Rho: 0.27
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -76.92%
3 Months
  -84.21%
YTD
  -93.75%
1 Year
  -97.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.002
1M High / 1M Low: 0.013 0.002
6M High / 6M Low: 0.066 0.002
High (YTD): 2024-01-15 0.066
Low (YTD): 2024-06-13 0.002
52W High: 2023-10-20 0.160
52W Low: 2024-06-13 0.002
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.026
Avg. volume 6M:   0.000
Avg. price 1Y:   0.054
Avg. volume 1Y:   0.000
Volatility 1M:   336.33%
Volatility 6M:   220.32%
Volatility 1Y:   227.91%
Volatility 3Y:   -