JP Morgan Call 47 SGM 20.09.2024
/ DE000JB72X20
JP Morgan Call 47 SGM 20.09.2024/ DE000JB72X20 /
| 7/5/2024 10:59:17 AM |
Chg.+0.014 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
+29.17% |
-
Bid Size: - |
-
Ask Size: - |
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: |
24.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.30 |
| Parity: |
-0.81 |
| Time value: |
0.16 |
| Break-even: |
48.60 |
| Moneyness: |
0.83 |
| Premium: |
0.25 |
| Premium p.a.: |
1.90 |
| Spread abs.: |
0.10 |
| Spread %: |
162.30% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
6.98 |
| Rho: |
0.02 |
Quote data
| Open: |
0.062 |
| High: |
0.062 |
| Low: |
0.062 |
| Previous Close: |
0.048 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+82.35% |
| 1 Month |
|
|
-58.67% |
| 3 Months |
|
|
-63.53% |
| YTD |
|
|
-89.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.062 |
0.031 |
| 1M High / 1M Low: |
0.150 |
0.031 |
| 6M High / 6M Low: |
0.430 |
0.031 |
| High (YTD): |
1/2/2024 |
0.510 |
| Low (YTD): |
7/2/2024 |
0.031 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.196 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.06% |
| Volatility 6M: |
|
270.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
