JP Morgan Call 153.5 NVDA 31.01.2.../  DE000JF0Z0Z2  /

EUWAX
1/23/2025  10:46:57 AM Chg.-0.010 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% -
Bid Size: -
-
Ask Size: -
NVIDIA Corporation 153.50 USD 1/31/2025 Call
 

Master data

WKN: JF0Z0Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NVIDIA Corporation
Type: Warrant
Option type: Call
Strike price: 153.50 USD
Maturity: 1/31/2025
Issue date: 1/6/2025
Last trading day: 1/30/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 70.65
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.50
Parity: -0.62
Time value: 0.20
Break-even: 149.48
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 12.03
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.30
Theta: -0.24
Omega: 21.42
Rho: 0.01
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.58%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.055
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -