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JP Morgan Call 115 STX 17.01.2025/  DE000JB9G6Z2  /

EUWAX
2024-07-09  12:02:10 PM Chg.+0.080 Bid6:41:05 PM Ask6:41:05 PM Underlying Strike price Expiration date Option type
0.660EUR +13.79% 0.700
Bid Size: 50,000		 0.720
Ask Size: 50,000		 Seagate Technology H... 115.00 USD 2025-01-17 Call
 

Master data

WKN: JB9G6Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Seagate Technology Holdings PLC
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 2025-01-17
Issue date: 2023-12-27
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.57
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.29
Parity: -1.07
Time value: 0.66
Break-even: 112.74
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.37
Spread abs.: 0.06
Spread %: 10.94%
Delta: 0.42
Theta: -0.03
Omega: 6.10
Rho: 0.18
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.20%
1 Month  
+57.14%
3 Months  
+53.49%
YTD  
+46.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.540
1M High / 1M Low: 0.870 0.420
6M High / 6M Low: 0.870 0.260
High (YTD): 2024-06-20 0.870
Low (YTD): 2024-05-02 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.590
Avg. volume 1W:   0.000
Avg. price 1M:   0.673
Avg. volume 1M:   0.000
Avg. price 6M:   0.443
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.48%
Volatility 6M:   214.63%
Volatility 1Y:   -
Volatility 3Y:   -