JP Morgan Call 36 SGM 20.12.2024
/ DE000JB5N0H8
JP Morgan Call 36 SGM 20.12.2024/ DE000JB5N0H8 /
| 26/07/2024 09:21:06 |
Chg.-0.080 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-34.78% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
36.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
JB5N0H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.32 |
| Parity: |
-0.53 |
| Time value: |
0.24 |
| Break-even: |
38.40 |
| Moneyness: |
0.85 |
| Premium: |
0.25 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.08 |
| Spread %: |
50.00% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
5.06 |
| Rho: |
0.04 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.00% |
| 1 Month |
|
|
-65.91% |
| 3 Months |
|
|
-79.45% |
| YTD |
|
|
-88.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.150 |
| 1M High / 1M Low: |
0.600 |
0.150 |
| 6M High / 6M Low: |
1.150 |
0.150 |
| High (YTD): |
02/01/2024 |
1.210 |
| Low (YTD): |
26/07/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.715 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.74% |
| Volatility 6M: |
|
151.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
