JP Morgan Call 39 SGM 21.03.2025
/ DE000JT02NT5
JP Morgan Call 39 SGM 21.03.2025/ DE000JT02NT5 /
| 10/16/2024 9:16:33 AM |
Chg.-0.012 |
Bid3:31:23 PM |
Ask3:31:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
-36.36% |
0.027
Bid Size: 125,000 |
0.037
Ask Size: 125,000 |
STMICROELECTRONICS |
39.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
JT02NT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.34 |
| Parity: |
-1.40 |
| Time value: |
0.12 |
| Break-even: |
40.20 |
| Moneyness: |
0.64 |
| Premium: |
0.61 |
| Premium p.a.: |
2.03 |
| Spread abs.: |
0.10 |
| Spread %: |
445.45% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
4.75 |
| Rho: |
0.02 |
Quote data
| Open: |
0.021 |
| High: |
0.021 |
| Low: |
0.021 |
| Previous Close: |
0.033 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.59% |
| 1 Month |
|
|
-32.26% |
| 3 Months |
|
|
-95.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.033 |
0.029 |
| 1M High / 1M Low: |
0.048 |
0.023 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.031 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
