JP Morgan Call 47 SGM 20.09.2024
/ DE000JB72X20
JP Morgan Call 47 SGM 20.09.2024/ DE000JB72X20 /
| 7/29/2024 8:57:29 AM |
Chg.0.000 |
Bid10:52:50 AM |
Ask10:52:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.002EUR |
0.00% |
0.003
Bid Size: 50,000 |
0.013
Ask Size: 50,000 |
STMICROELECTRONICS |
47.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
JB72X2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.32 |
| Parity: |
-1.63 |
| Time value: |
0.10 |
| Break-even: |
48.00 |
| Moneyness: |
0.65 |
| Premium: |
0.56 |
| Premium p.a.: |
20.62 |
| Spread abs.: |
0.10 |
| Spread %: |
3,233.33% |
| Delta: |
0.18 |
| Theta: |
-0.03 |
| Omega: |
5.64 |
| Rho: |
0.01 |
Quote data
| Open: |
0.002 |
| High: |
0.002 |
| Low: |
0.002 |
| Previous Close: |
0.002 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-90.00% |
| 1 Month |
|
|
-94.12% |
| 3 Months |
|
|
-98.46% |
| YTD |
|
|
-99.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.002 |
| 1M High / 1M Low: |
0.062 |
0.002 |
| 6M High / 6M Low: |
0.430 |
0.002 |
| High (YTD): |
1/2/2024 |
0.510 |
| Low (YTD): |
7/26/2024 |
0.002 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.163 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
488.24% |
| Volatility 6M: |
|
314.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
