JP Morgan Call 53 SGM 20.12.2024/  DE000JK5R9F0  /

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
0.011EUR 0.00% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 53.00 EUR 2024-12-20 Call
 

Master data

WKN: JK5R9F
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 53.00 EUR
Maturity: 2024-12-20
Issue date: 2024-03-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.20
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.32
Parity: -2.23
Time value: 0.16
Break-even: 54.60
Moneyness: 0.58
Premium: 0.78
Premium p.a.: 3.21
Spread abs.: 0.15
Spread %: 1,233.33%
Delta: 0.22
Theta: -0.02
Omega: 4.24
Rho: 0.02
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.011
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -71.79%
1 Month
  -75.56%
3 Months
  -90.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.011
1M High / 1M Low: 0.067 0.011
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   299.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -