JP Morgan Call 38 SGM 21.03.2025
/ DE000JT0JPZ3
JP Morgan Call 38 SGM 21.03.2025/ DE000JT0JPZ3 /
| 2024-10-16 9:18:57 AM |
Chg.-0.014 |
Bid1:56:15 PM |
Ask1:56:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
-35.00% |
0.035
Bid Size: 125,000 |
0.045
Ask Size: 125,000 |
STMICROELECTRONICS |
38.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
JT0JPZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.34 |
| Parity: |
-1.30 |
| Time value: |
0.13 |
| Break-even: |
39.30 |
| Moneyness: |
0.66 |
| Premium: |
0.57 |
| Premium p.a.: |
1.88 |
| Spread abs.: |
0.10 |
| Spread %: |
400.00% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
4.69 |
| Rho: |
0.02 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.026 |
| Previous Close: |
0.040 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.71% |
| 1 Month |
|
|
-27.78% |
| 3 Months |
|
|
-95.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.035 |
| 1M High / 1M Low: |
0.056 |
0.027 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
