JP Morgan Call 100 STX 20.12.2024
/ DE000JK9AXU7
JP Morgan Call 100 STX 20.12.2024/ DE000JK9AXU7 /
| 2024-11-12 11:18:42 AM |
Chg.-0.110 |
Bid9:55:03 PM |
Ask9:55:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-19.64% |
0.370
Bid Size: 5,000 |
0.410
Ask Size: 5,000 |
Seagate Technology H... |
100.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK9AXU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Seagate Technology Holdings PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
0.17 |
| Time value: |
0.31 |
| Break-even: |
98.56 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.04 |
| Spread %: |
8.51% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
12.10 |
| Rho: |
0.06 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-59.46% |
| 3 Months |
|
|
-33.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.500 |
| 1M High / 1M Low: |
1.460 |
0.400 |
| 6M High / 6M Low: |
1.550 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.873 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.955 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.90% |
| Volatility 6M: |
|
207.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
