JP Morgan Call 48 SGM 20.12.2024
/ DE000JB46QJ4
JP Morgan Call 48 SGM 20.12.2024/ DE000JB46QJ4 /
| 2024-07-26 8:59:08 AM |
Chg.-0.016 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
-44.44% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
48.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
JB46QJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.32 |
| Parity: |
-1.73 |
| Time value: |
0.12 |
| Break-even: |
49.20 |
| Moneyness: |
0.64 |
| Premium: |
0.60 |
| Premium p.a.: |
2.25 |
| Spread abs.: |
0.10 |
| Spread %: |
445.45% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
5.17 |
| Rho: |
0.02 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.020 |
| Previous Close: |
0.036 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-79.17% |
| 1 Month |
|
|
-77.78% |
| 3 Months |
|
|
-91.30% |
| YTD |
|
|
-96.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.020 |
| 1M High / 1M Low: |
0.140 |
0.020 |
| 6M High / 6M Low: |
0.490 |
0.020 |
| High (YTD): |
2024-01-02 |
0.560 |
| Low (YTD): |
2024-07-26 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.099 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.226 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
348.00% |
| Volatility 6M: |
|
234.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
