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

EUWAX
28/05/2024  10:53:32 Chg.-0.010 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.220EUR -4.35% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 2,060.00 USD 17/01/2025 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: 17/01/2025
Issue date: 04/03/2024
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 30.14
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.31
Parity: -6.00
Time value: 0.43
Break-even: 1,939.63
Moneyness: 0.68
Premium: 0.50
Premium p.a.: 0.88
Spread abs.: 0.20
Spread %: 86.96%
Delta: 0.20
Theta: -0.29
Omega: 6.00
Rho: 1.38
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+46.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.200
1M High / 1M Low: 0.290 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.186
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   306.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -