JP Morgan Call 105 STX 20.09.2024
/ DE000JK07119
JP Morgan Call 105 STX 20.09.2024/ DE000JK07119 /
| 7/9/2024 12:04:44 PM |
Chg.+0.090 |
Bid9:58:45 PM |
Ask9:58:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+16.67% |
0.650
Bid Size: 5,000 |
0.690
Ask Size: 5,000 |
Seagate Technology H... |
105.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JK0711 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Seagate Technology Holdings PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
-0.14 |
| Time value: |
0.60 |
| Break-even: |
102.95 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.04 |
| Spread %: |
6.56% |
| Delta: |
0.51 |
| Theta: |
-0.05 |
| Omega: |
8.19 |
| Rho: |
0.09 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+70.27% |
| 3 Months |
|
|
+57.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.490 |
| 1M High / 1M Low: |
0.880 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.650 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
