JP Morgan Call 1350 AVGO 17.05.20.../  DE000JK1CNP1  /

EUWAX
2024-05-06  11:20:34 AM Chg.+0.038 Bid11:57:01 AM Ask11:57:01 AM Underlying Strike price Expiration date Option type
0.120EUR +46.34% 0.130
Bid Size: 3,000
0.180
Ask Size: 3,000
Broadcom Inc 1,350.00 USD 2024-05-17 Call
 

Master data

WKN: JK1CNP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 1,350.00 USD
Maturity: 2024-05-17
Issue date: 2024-01-23
Last trading day: 2024-05-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 75.18
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.34
Parity: -0.67
Time value: 0.16
Break-even: 1,270.64
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 8.31
Spread abs.: 0.05
Spread %: 41.67%
Delta: 0.27
Theta: -1.52
Omega: 20.50
Rho: 0.09
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.082
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -73.33%
1 Month
  -78.18%
3 Months
  -77.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.450 0.082
1M High / 1M Low: 0.700 0.082
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.253
Avg. volume 1W:   0.000
Avg. price 1M:   0.362
Avg. volume 1M:   5,178.947
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   585.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -