JP Morgan Call 51 SGM 21.03.2025/  DE000JT02NM0  /

EUWAX
8/8/2024  8:57:06 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.014EUR - -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 51.00 - 3/21/2025 Call
 

Master data

WKN: JT02NM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 51.00 -
Maturity: 3/21/2025
Issue date: 6/4/2024
Last trading day: 8/8/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 102.39
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.32
Parity: -2.23
Time value: 0.03
Break-even: 51.28
Moneyness: 0.56
Premium: 0.79
Premium p.a.: 1.91
Spread abs.: 0.02
Spread %: 115.38%
Delta: 0.07
Theta: 0.00
Omega: 7.46
Rho: 0.01
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.022
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.025 0.014
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   851.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -