JP Morgan Call 672 RHM 21.02.2025/  DE000JV910Q1  /

EUWAX
1/23/2025  4:23:02 PM Chg.+0.060 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.690EUR +9.52% -
Bid Size: -
-
Ask Size: -
RHEINMETALL AG 672.00 EUR 2/21/2025 Call
 

Master data

WKN: JV910Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: RHEINMETALL AG
Type: Warrant
Option type: Call
Strike price: 672.00 EUR
Maturity: 2/21/2025
Issue date: 11/29/2024
Last trading day: 2/20/2025
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 10.71
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.46
Implied volatility: 0.50
Historic volatility: 0.34
Parity: 0.46
Time value: 0.21
Break-even: 739.00
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.44
Spread abs.: 0.04
Spread %: 6.35%
Delta: 0.71
Theta: -0.63
Omega: 7.61
Rho: 0.35
 

Quote data

Open: 0.650
High: 0.700
Low: 0.650
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.75%
1 Month  
+305.88%
3 Months     -
YTD  
+360.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.690 0.460
1M High / 1M Low: 0.690 0.110
6M High / 6M Low: - -
High (YTD): 1/23/2025 0.690
Low (YTD): 1/6/2025 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.305
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   359.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -