JP Morgan Call 50 SGM 20.12.2024/  DE000JB46QK2  /

EUWAX
29/07/2024  08:58:16 Chg.- Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.017EUR - -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 50.00 - 20/12/2024 Call
 

Master data

WKN: JB46QK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 20/12/2024
Issue date: 10/10/2023
Last trading day: 29/07/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 99.74
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.32
Parity: -2.31
Time value: 0.03
Break-even: 50.27
Moneyness: 0.54
Premium: 0.87
Premium p.a.: 4.93
Spread abs.: 0.01
Spread %: 58.82%
Delta: 0.07
Theta: -0.01
Omega: 7.05
Rho: 0.01
 

Quote data

Open: 0.017
High: 0.017
Low: 0.017
Previous Close: 0.015
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -80.46%
3 Months
  -84.55%
YTD
  -96.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.092 0.015
6M High / 6M Low: 0.420 0.015
High (YTD): 02/01/2024 0.490
Low (YTD): 26/07/2024 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.171
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   371.17%
Volatility 6M:   247.71%
Volatility 1Y:   -
Volatility 3Y:   -