JP Morgan Call 235 AVGO 24.01.202.../  DE000JF1WTA5  /

EUWAX
1/23/2025  9:45:20 AM Chg.-0.320 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.630EUR -33.68% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 235.00 USD 1/24/2025 Call
 

Master data

WKN: JF1WTA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 235.00 USD
Maturity: 1/24/2025
Issue date: 1/3/2025
Last trading day: 1/23/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.89
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.57
Implied volatility: 0.84
Historic volatility: 0.51
Parity: 0.57
Time value: 0.18
Break-even: 233.28
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 16.33
Spread abs.: 0.02
Spread %: 2.63%
Delta: 0.72
Theta: -1.73
Omega: 22.28
Rho: 0.00
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.950
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.35%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.950 0.450
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.692
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:   -