JP Morgan Call 50 SGM 20.12.2024
/ DE000JB46QK2
JP Morgan Call 50 SGM 20.12.2024/ DE000JB46QK2 /
| 2024-07-05 10:59:21 AM |
Chg.+0.014 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+16.28% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
50.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
JB46QK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.30 |
| Parity: |
-1.11 |
| Time value: |
0.25 |
| Break-even: |
52.50 |
| Moneyness: |
0.78 |
| Premium: |
0.35 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.15 |
| Spread %: |
150.00% |
| Delta: |
0.32 |
| Theta: |
-0.02 |
| Omega: |
5.04 |
| Rho: |
0.05 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.086 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.25% |
| 1 Month |
|
|
-44.44% |
| 3 Months |
|
|
-44.44% |
| YTD |
|
|
-81.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.060 |
| 1M High / 1M Low: |
0.180 |
0.060 |
| 6M High / 6M Low: |
0.420 |
0.060 |
| High (YTD): |
2024-01-02 |
0.490 |
| Low (YTD): |
2024-07-02 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.45% |
| Volatility 6M: |
|
217.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
