JP Morgan Call 47 SGM 21.03.2025/  DE000JT02NQ1  /

EUWAX
2024-08-08  8:57:06 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.021EUR - -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 47.00 - 2025-03-21 Call
 

Master data

WKN: JT02NQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 47.00 -
Maturity: 2025-03-21
Issue date: 2024-06-04
Last trading day: 2024-08-08
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 84.32
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.32
Parity: -1.83
Time value: 0.03
Break-even: 47.34
Moneyness: 0.61
Premium: 0.65
Premium p.a.: 1.51
Spread abs.: 0.02
Spread %: 78.95%
Delta: 0.09
Theta: 0.00
Omega: 7.67
Rho: 0.01
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.031
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -36.36%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.037 0.021
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   787.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -