JP Morgan Call 50 SGM 20.12.2024
/ DE000JB46QK2
JP Morgan Call 50 SGM 20.12.2024/ DE000JB46QK2 /
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 |
|
|
-81.52% |
3 Months |
|
|
-85.83% |
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: |
|
0.169 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
371.17% |
Volatility 6M: |
|
248.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |