JP Morgan Call 2060 AVGO 17.01.20.../  DE000JK5STS9  /

EUWAX
2024-05-30  12:52:40 PM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.180EUR -5.26% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 2,060.00 USD 2025-01-17 Call
 

Master data

WKN: JK5STS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 2,060.00 USD
Maturity: 2025-01-17
Issue date: 2024-03-04
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 40.90
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.31
Parity: -6.20
Time value: 0.31
Break-even: 1,938.69
Moneyness: 0.68
Premium: 0.51
Premium p.a.: 0.90
Spread abs.: 0.14
Spread %: 78.95%
Delta: 0.16
Theta: -0.24
Omega: 6.71
Rho: 1.14
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.190
1M High / 1M Low: 0.290 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.187
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   301.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -