JP Morgan Call 100 STX 20.12.2024
/ DE000JK9AXU7
JP Morgan Call 100 STX 20.12.2024/ DE000JK9AXU7 /
| 9/11/2024 12:31:42 PM |
Chg.+0.010 |
Bid4:41:44 PM |
Ask4:41:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+1.20% |
0.770
Bid Size: 50,000 |
0.790
Ask Size: 50,000 |
Seagate Technology H... |
100.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
0.21 |
| Time value: |
0.69 |
| Break-even: |
99.74 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.05 |
| Spread %: |
5.88% |
| Delta: |
0.60 |
| Theta: |
-0.04 |
| Omega: |
6.21 |
| Rho: |
0.13 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.37% |
| 1 Month |
|
|
+27.27% |
| 3 Months |
|
|
-19.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.570 |
| 1M High / 1M Low: |
1.000 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.789 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
