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JP Morgan Call 530 MUV2 20.09.202.../  DE000JB77NV1  /

EUWAX
2024-05-27  9:58:24 AM Chg.+0.090 Bid11:16:26 AM Ask11:16:26 AM Underlying Strike price Expiration date Option type
0.370EUR +32.14% 0.330
Bid Size: 20,000		 0.340
Ask Size: 20,000		 MUENCH.RUECKVERS.VNA... 530.00 EUR 2024-09-20 Call
 

Master data

WKN: JB77NV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 530.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-06
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 107.47
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -6.79
Time value: 0.43
Break-even: 534.30
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.58
Spread abs.: 0.08
Spread %: 22.86%
Delta: 0.16
Theta: -0.06
Omega: 17.02
Rho: 0.22
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.35%
1 Month  
+270.00%
3 Months  
+105.56%
YTD  
+406.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.280
1M High / 1M Low: 0.370 0.048
6M High / 6M Low: - -
High (YTD): 2024-05-22 0.370
Low (YTD): 2024-05-06 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.192
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   494.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -