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JP Morgan Call 105 STX 17.01.2025/  DE000JL0F2P1  /

EUWAX
7/9/2024  8:47:40 AM Chg.+0.110 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.020EUR +12.09% -
Bid Size: -		 -
Ask Size: -		 Seagate Technology H... 105.00 - 1/17/2025 Call
 

Master data

WKN: JL0F2P
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Seagate Technology Holdings PLC
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.01
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.29
Parity: -0.95
Time value: 1.06
Break-even: 115.60
Moneyness: 0.91
Premium: 0.21
Premium p.a.: 0.44
Spread abs.: 0.07
Spread %: 7.07%
Delta: 0.49
Theta: -0.04
Omega: 4.38
Rho: 0.19
 

Quote data

Open: 1.020
High: 1.020
Low: 1.020
Previous Close: 0.910
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month  
+50.00%
3 Months  
+61.90%
YTD  
+54.55%
1 Year  
+436.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.910
1M High / 1M Low: 1.270 0.680
6M High / 6M Low: 1.270 0.410
High (YTD): 6/20/2024 1.270
Low (YTD): 4/25/2024 0.410
52W High: 6/20/2024 1.270
52W Low: 7/26/2023 0.140
Avg. price 1W:   0.945
Avg. volume 1W:   0.000
Avg. price 1M:   1.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.685
Avg. volume 6M:   0.000
Avg. price 1Y:   0.503
Avg. volume 1Y:   0.000
Volatility 1M:   148.15%
Volatility 6M:   179.12%
Volatility 1Y:   160.84%
Volatility 3Y:   -