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JP Morgan Call 110 STX 17.01.2025/  DE000JL0F2N6  /

EUWAX
8/5/2024  8:39:11 AM Chg.-0.190 Bid5:37:51 PM Ask5:37:51 PM Underlying Strike price Expiration date Option type
0.280EUR -40.43% 0.400
Bid Size: 50,000		 0.420
Ask Size: 50,000		 Seagate Technology H... 110.00 - 1/17/2025 Call
 

Master data

WKN: JL0F2N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Seagate Technology Holdings PLC
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.69
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.29
Parity: -2.33
Time value: 0.49
Break-even: 114.90
Moneyness: 0.79
Premium: 0.33
Premium p.a.: 0.87
Spread abs.: 0.07
Spread %: 16.67%
Delta: 0.31
Theta: -0.03
Omega: 5.49
Rho: 0.10
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.16%
1 Month
  -61.64%
3 Months
  -20.00%
YTD
  -49.09%
1 Year  
+21.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.470
1M High / 1M Low: 1.090 0.470
6M High / 6M Low: 1.090 0.320
High (YTD): 7/16/2024 1.090
Low (YTD): 4/25/2024 0.320
52W High: 7/16/2024 1.090
52W Low: 9/14/2023 0.160
Avg. price 1W:   0.622
Avg. volume 1W:   240
Avg. price 1M:   0.835
Avg. volume 1M:   114.286
Avg. price 6M:   0.608
Avg. volume 6M:   19.048
Avg. price 1Y:   0.461
Avg. volume 1Y:   9.486
Volatility 1M:   198.66%
Volatility 6M:   202.35%
Volatility 1Y:   172.49%
Volatility 3Y:   -