JP Morgan Call 130 STX 20.12.2024/  DE000JK96542  /

EUWAX
7/9/2024  10:17:58 AM Chg.+0.040 Bid7:41:50 PM Ask7:41:50 PM Underlying Strike price Expiration date Option type
0.290EUR +16.00% 0.310
Bid Size: 50,000
0.330
Ask Size: 50,000
Seagate Technology H... 130.00 USD 12/20/2024 Call
 

Master data

WKN: JK9654
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Seagate Technology Holdings PLC
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 12/20/2024
Issue date: 5/16/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.28
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.29
Parity: -2.45
Time value: 0.35
Break-even: 123.53
Moneyness: 0.80
Premium: 0.29
Premium p.a.: 0.77
Spread abs.: 0.07
Spread %: 25.00%
Delta: 0.26
Theta: -0.03
Omega: 7.01
Rho: 0.09
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month  
+61.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.230
1M High / 1M Low: 0.420 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.305
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -