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JP Morgan Call 52 SGM 20.12.2024/  DE000JB46QL0  /

EUWAX
2024-06-27  9:00:51 AM Chg.-0.002 Bid4:55:36 PM Ask4:55:36 PM Underlying Strike price Expiration date Option type
0.056EUR -3.45% 0.050
Bid Size: 100,000		 0.060
Ask Size: 100,000		 STMICROELECTRONICS 52.00 EUR 2024-12-20 Call
 

Master data

WKN: JB46QL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 2024-12-20
Issue date: 2023-10-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.54
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.30
Parity: -1.52
Time value: 0.21
Break-even: 54.10
Moneyness: 0.71
Premium: 0.47
Premium p.a.: 1.22
Spread abs.: 0.15
Spread %: 255.93%
Delta: 0.28
Theta: -0.02
Omega: 4.83
Rho: 0.04
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.058
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month
  -36.36%
3 Months
  -68.89%
YTD
  -88.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.058
1M High / 1M Low: 0.140 0.058
6M High / 6M Low: 0.490 0.058
High (YTD): 2024-01-02 0.420
Low (YTD): 2024-06-26 0.058
52W High: - -
52W Low: - -
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   0.191
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.98%
Volatility 6M:   222.57%
Volatility 1Y:   -
Volatility 3Y:   -