JP Morgan Call 51 SGM 20.12.2024/  DE000JK5R9E3  /

EUWAX
2024-07-26  12:35:09 PM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.014EUR 0.00% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 51.00 EUR 2024-12-20 Call
 

Master data

WKN: JK5R9E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 51.00 EUR
Maturity: 2024-12-20
Issue date: 2024-03-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.07
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.32
Parity: -2.03
Time value: 0.17
Break-even: 52.70
Moneyness: 0.60
Premium: 0.72
Premium p.a.: 2.85
Spread abs.: 0.16
Spread %: 1,033.33%
Delta: 0.24
Theta: -0.02
Omega: 4.25
Rho: 0.02
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.014
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -73.58%
1 Month
  -77.05%
3 Months
  -90.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.014
1M High / 1M Low: 0.089 0.014
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   295.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -