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JP Morgan Call 55 TRVC 21.06.2024/  DE000JQ7R9K5  /

EUWAX
2024-05-17  10:12:58 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.880EUR - -
Bid Size: -		 -
Ask Size: -		 CITIGROUP INC. DL -,... 55.00 - 2024-06-21 Call
 

Master data

WKN: JQ7R9K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CITIGROUP INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-06-21
Issue date: 2022-09-23
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.37
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.11
Implied volatility: 1.78
Historic volatility: 0.19
Parity: 0.11
Time value: 0.77
Break-even: 63.80
Moneyness: 1.02
Premium: 0.14
Premium p.a.: 17.92
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.60
Theta: -0.26
Omega: 3.80
Rho: 0.01
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.890
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+41.94%
3 Months  
+144.44%
YTD  
+340.00%
1 Year  
+300.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.890 0.690
6M High / 6M Low: 0.890 0.093
High (YTD): 2024-05-16 0.890
Low (YTD): 2024-01-18 0.160
52W High: 2024-05-16 0.890
52W Low: 2023-10-27 0.023
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.809
Avg. volume 1M:   0.000
Avg. price 6M:   0.420
Avg. volume 6M:   0.000
Avg. price 1Y:   0.252
Avg. volume 1Y:   0.000
Volatility 1M:   115.53%
Volatility 6M:   215.21%
Volatility 1Y:   190.95%
Volatility 3Y:   -