JP Morgan Call 40 SGM 20.12.2024
/ DE000JB4RAL0
JP Morgan Call 40 SGM 20.12.2024/ DE000JB4RAL0 /
| 7/30/2024 10:37:05 AM |
Chg.-0.010 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
-13.70% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
40.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
JB4RAL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.32 |
| Parity: |
-0.89 |
| Time value: |
0.17 |
| Break-even: |
41.70 |
| Moneyness: |
0.78 |
| Premium: |
0.34 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.10 |
| Spread %: |
142.86% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
5.46 |
| Rho: |
0.03 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.063 |
| Previous Close: |
0.073 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-76.67% |
| 1 Month |
|
|
-77.50% |
| 3 Months |
|
|
-85.00% |
| YTD |
|
|
-94.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.065 |
| 1M High / 1M Low: |
0.390 |
0.065 |
| 6M High / 6M Low: |
0.890 |
0.065 |
| High (YTD): |
1/2/2024 |
0.940 |
| Low (YTD): |
7/26/2024 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.499 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.64% |
| Volatility 6M: |
|
172.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
