JP Morgan Call 234 AVGO 21.02.202.../  DE000JV20Y36  /

EUWAX
1/24/2025  11:21:08 AM Chg.+0.09 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.36EUR +7.09% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 234.00 USD 2/21/2025 Call
 

Master data

WKN: JV20Y3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 234.00 USD
Maturity: 2/21/2025
Issue date: 10/11/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.01
Leverage: Yes

Calculated values

Fair value: 1.84
Intrinsic value: 1.02
Implied volatility: 0.37
Historic volatility: 0.50
Parity: 1.02
Time value: 0.53
Break-even: 238.50
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 1.24%
Delta: 0.70
Theta: -0.17
Omega: 10.43
Rho: 0.11
 

Quote data

Open: 1.36
High: 1.36
Low: 1.36
Previous Close: 1.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.00%
1 Month  
+7.94%
3 Months  
+466.67%
YTD
  -28.80%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.66 1.27
1M High / 1M Low: 2.23 0.57
6M High / 6M Low: - -
High (YTD): 1/22/2025 1.66
Low (YTD): 1/13/2025 0.57
52W High: - -
52W Low: - -
Avg. price 1W:   1.41
Avg. volume 1W:   0.00
Avg. price 1M:   1.32
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   441.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -