JP Morgan Call 44 SGM 20.12.2024
/ DE000JB44KL8
JP Morgan Call 44 SGM 20.12.2024/ DE000JB44KL8 /
| 2024-07-12 8:56:04 AM |
Chg.-0.020 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-8.70% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
44.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
JB44KL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
-0.52 |
| Time value: |
0.30 |
| Break-even: |
47.00 |
| Moneyness: |
0.88 |
| Premium: |
0.21 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.10 |
| Spread %: |
50.00% |
| Delta: |
0.42 |
| Theta: |
-0.02 |
| Omega: |
5.39 |
| Rho: |
0.06 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
-34.38% |
| 3 Months |
|
|
-44.74% |
| YTD |
|
|
-74.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.200 |
| 1M High / 1M Low: |
0.370 |
0.150 |
| 6M High / 6M Low: |
0.670 |
0.150 |
| High (YTD): |
2024-01-02 |
0.740 |
| Low (YTD): |
2024-07-02 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.234 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.370 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.52% |
| Volatility 6M: |
|
182.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
