JP Morgan Call 2075 AVGO 20.06.20.../  DE000JK7AET3  /

EUWAX
2024-06-07  9:45:24 AM Chg.-0.030 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.460EUR -6.12% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 2,075.00 USD 2025-06-20 Call
 

Master data

WKN: JK7AET
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 2,075.00 USD
Maturity: 2025-06-20
Issue date: 2024-04-09
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 23.06
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.32
Parity: -6.19
Time value: 0.56
Break-even: 1,977.49
Moneyness: 0.68
Premium: 0.52
Premium p.a.: 0.50
Spread abs.: 0.14
Spread %: 32.61%
Delta: 0.23
Theta: -0.23
Omega: 5.36
Rho: 2.54
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month  
+17.95%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.310
1M High / 1M Low: 0.660 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.390
Avg. volume 1W:   0.000
Avg. price 1M:   0.486
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   258.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -