JP Morgan Call 55 SGM 20.12.2024
/ DE000JK5R9G8
JP Morgan Call 55 SGM 20.12.2024/ DE000JK5R9G8 /
| 7/16/2024 6:09:03 PM |
Chg.-0.003 |
Bid7/16/2024 |
Ask7/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
-6.67% |
0.042
Bid Size: 5,000 |
0.140
Ask Size: 5,000 |
STMICROELECTRONICS |
55.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
JK5R9G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.30 |
| Parity: |
-1.61 |
| Time value: |
0.19 |
| Break-even: |
56.90 |
| Moneyness: |
0.71 |
| Premium: |
0.46 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.15 |
| Spread %: |
375.00% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
5.19 |
| Rho: |
0.03 |
Quote data
| Open: |
0.042 |
| High: |
0.042 |
| Low: |
0.041 |
| Previous Close: |
0.045 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
-45.45% |
| 3 Months |
|
|
-51.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.047 |
0.042 |
| 1M High / 1M Low: |
0.080 |
0.031 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.047 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
