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JP Morgan Call 48 VZ 20.06.2025/  DE000JB77JN6  /

EUWAX
1/23/2025  10:14:07 AM Chg.-0.001 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.017EUR -5.56% -
Bid Size: -		 -
Ask Size: -		 Verizon Communicatio... 48.00 USD 6/20/2025 Call
 

Master data

WKN: JB77JN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 6/20/2025
Issue date: 12/4/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 144.26
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -0.87
Time value: 0.03
Break-even: 46.38
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.70
Spread abs.: 0.01
Spread %: 58.82%
Delta: 0.10
Theta: 0.00
Omega: 15.01
Rho: 0.01
 

Quote data

Open: 0.017
High: 0.017
Low: 0.017
Previous Close: 0.018
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -48.48%
3 Months
  -75.00%
YTD
  -39.29%
1 Year
  -91.90%
3 Years     -
5 Years     -
1W High / 1W Low: 0.020 0.017
1M High / 1M Low: 0.033 0.017
6M High / 6M Low: 0.160 0.017
High (YTD): 1/3/2025 0.030
Low (YTD): 1/16/2025 0.017
52W High: 2/2/2024 0.230
52W Low: 1/16/2025 0.017
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.081
Avg. volume 6M:   0.000
Avg. price 1Y:   0.108
Avg. volume 1Y:   0.000
Volatility 1M:   164.05%
Volatility 6M:   213.63%
Volatility 1Y:   188.04%
Volatility 3Y:   -