JP Morgan Call 220 MRVL 18.06.202.../  DE000JF00841  /

EUWAX
24/01/2025  11:38:08 Chg.+0.08 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
1.18EUR +7.27% -
Bid Size: -
-
Ask Size: -
Marvell Technology I... 220.00 USD 18/06/2026 Call
 

Master data

WKN: JF0084
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marvell Technology Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 18/06/2026
Issue date: 19/12/2024
Last trading day: 17/06/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.99
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.53
Parity: -9.15
Time value: 1.31
Break-even: 222.78
Moneyness: 0.56
Premium: 0.89
Premium p.a.: 0.58
Spread abs.: 0.29
Spread %: 27.78%
Delta: 0.34
Theta: -0.03
Omega: 3.03
Rho: 0.37
 

Quote data

Open: 1.18
High: 1.18
Low: 1.18
Previous Close: 1.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.19%
1 Month  
+25.53%
3 Months     -
YTD  
+37.21%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.22 1.10
1M High / 1M Low: 1.22 0.84
6M High / 6M Low: - -
High (YTD): 21/01/2025 1.22
Low (YTD): 13/01/2025 0.84
52W High: - -
52W Low: - -
Avg. price 1W:   1.18
Avg. volume 1W:   0.00
Avg. price 1M:   1.03
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -