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JP Morgan Call 660 NTH 17.01.2025/  DE000JS39G73  /

EUWAX
2024-06-20  9:04:32 AM Chg.0.000 Bid9:30:11 AM Ask9:30:11 AM Underlying Strike price Expiration date Option type
0.004EUR 0.00% 0.004
Bid Size: 2,000		 0.084
Ask Size: 2,000		 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: 39.62
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.19
Parity: -2.64
Time value: 0.10
Break-even: 670.00
Moneyness: 0.60
Premium: 0.69
Premium p.a.: 1.48
Spread abs.: 0.10
Spread %: 2,400.00%
Delta: 0.15
Theta: -0.09
Omega: 5.82
Rho: 0.28
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -66.67%
3 Months
  -78.95%
YTD
  -91.67%
1 Year
  -96.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.002
1M High / 1M Low: 0.012 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:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.025
Avg. volume 6M:   0.000
Avg. price 1Y:   0.053
Avg. volume 1Y:   0.000
Volatility 1M:   352.05%
Volatility 6M:   224.53%
Volatility 1Y:   229.70%
Volatility 3Y:   -