JP Morgan Call 54 SGM 21.03.2025/  DE000JT1MSQ8  /

EUWAX
2024-07-26  11:07:39 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.022EUR -31.25% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 54.00 EUR 2025-03-21 Call
 

Master data

WKN: JT1MSQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 54.00 EUR
Maturity: 2025-03-21
Issue date: 2024-06-07
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.36
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.32
Parity: -2.33
Time value: 0.23
Break-even: 56.30
Moneyness: 0.57
Premium: 0.83
Premium p.a.: 1.54
Spread abs.: 0.20
Spread %: 751.85%
Delta: 0.27
Theta: -0.01
Omega: 3.61
Rho: 0.04
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.032
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -73.49%
1 Month
  -73.49%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.082 0.022
1M High / 1M Low: 0.120 0.022
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   291.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -