JP Morgan Call 2125 AVGO 20.06.20.../  DE000JK6XG61  /

EUWAX
2024-05-30  12:44:27 PM Chg.-0.020 Bid8:09:12 PM Ask8:09:12 PM Underlying Strike price Expiration date Option type
0.440EUR -4.35% 0.410
Bid Size: 50,000
0.450
Ask Size: 50,000
Broadcom Inc 2,125.00 USD 2025-06-20 Call
 

Master data

WKN: JK6XG6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 2,125.00 USD
Maturity: 2025-06-20
Issue date: 2024-04-15
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 21.11
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.31
Parity: -6.80
Time value: 0.61
Break-even: 2,028.39
Moneyness: 0.65
Premium: 0.58
Premium p.a.: 0.54
Spread abs.: 0.15
Spread %: 32.61%
Delta: 0.24
Theta: -0.24
Omega: 4.98
Rho: 2.57
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.98%
1 Month  
+10.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.460
1M High / 1M Low: 0.590 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.422
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -