JP Morgan Call 52 SGM 20.12.2024
/ DE000JB46QL0
JP Morgan Call 52 SGM 20.12.2024/ DE000JB46QL0 /
| 28/06/2024 08:59:11 |
Chg.-0.005 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
-8.93% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
52.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.30 |
| Parity: |
-1.51 |
| Time value: |
0.20 |
| Break-even: |
54.00 |
| Moneyness: |
0.71 |
| Premium: |
0.46 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.15 |
| Spread %: |
284.62% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
4.95 |
| Rho: |
0.04 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.051 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.29% |
| 1 Month |
|
|
-23.88% |
| 3 Months |
|
|
-73.16% |
| YTD |
|
|
-89.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.051 |
| 1M High / 1M Low: |
0.140 |
0.051 |
| 6M High / 6M Low: |
0.420 |
0.051 |
| High (YTD): |
02/01/2024 |
0.420 |
| Low (YTD): |
28/06/2024 |
0.051 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.182 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.81% |
| Volatility 6M: |
|
224.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
