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JP Morgan Call 60 TRVC 21.06.2024/  DE000JQ7R9R0  /

EUWAX
2024-05-31  10:14:21 AM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.270EUR +3.85% -
Bid Size: -		 -
Ask Size: -		 CITIGROUP INC. DL -,... 60.00 - 2024-06-21 Call
 

Master data

WKN: JQ7R9R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CITIGROUP INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2022-09-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.18
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.19
Parity: -0.28
Time value: 0.27
Break-even: 62.70
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 3.97
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.42
Theta: -0.09
Omega: 8.98
Rho: 0.01
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -18.18%
3 Months  
+125.00%
YTD  
+193.48%
1 Year  
+145.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.260
1M High / 1M Low: 0.490 0.260
6M High / 6M Low: 0.490 0.034
High (YTD): 2024-05-22 0.490
Low (YTD): 2024-01-19 0.066
52W High: 2024-05-22 0.490
52W Low: 2023-10-23 0.011
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.377
Avg. volume 1M:   0.000
Avg. price 6M:   0.206
Avg. volume 6M:   0.000
Avg. price 1Y:   0.131
Avg. volume 1Y:   0.000
Volatility 1M:   244.82%
Volatility 6M:   299.48%
Volatility 1Y:   240.42%
Volatility 3Y:   -