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JP Morgan Call 55 STX 17.01.2025/  DE000JL1YUQ7  /

EUWAX
2024-07-10  10:12:33 AM Chg.+0.06 Bid9:51:51 PM Ask9:51:51 PM Underlying Strike price Expiration date Option type
4.68EUR +1.30% 4.87
Bid Size: 15,000		 -
Ask Size: -		 Seagate Technology H... 55.00 - 2025-01-17 Call
 

Master data

WKN: JL1YUQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Seagate Technology Holdings PLC
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-05-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.09
Leverage: Yes

Calculated values

Fair value: 4.25
Intrinsic value: 4.15
Implied volatility: 0.83
Historic volatility: 0.29
Parity: 4.15
Time value: 0.47
Break-even: 101.20
Moneyness: 1.75
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: -0.03
Spread %: -0.65%
Delta: 0.90
Theta: -0.03
Omega: 1.88
Rho: 0.21
 

Quote data

Open: 4.68
High: 4.68
Low: 4.68
Previous Close: 4.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.18%
1 Month  
+20.93%
3 Months  
+39.29%
YTD  
+47.63%
1 Year  
+244.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.62 4.34
1M High / 1M Low: 4.93 3.87
6M High / 6M Low: 4.93 2.70
High (YTD): 2024-06-20 4.93
Low (YTD): 2024-01-09 2.64
52W High: 2024-06-20 4.93
52W Low: 2023-07-26 1.18
Avg. price 1W:   4.46
Avg. volume 1W:   0.00
Avg. price 1M:   4.55
Avg. volume 1M:   0.00
Avg. price 6M:   3.58
Avg. volume 6M:   0.00
Avg. price 1Y:   2.79
Avg. volume 1Y:   0.00
Volatility 1M:   57.31%
Volatility 6M:   71.95%
Volatility 1Y:   78.24%
Volatility 3Y:   -