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JP Morgan Call 55 STX 17.01.2025/  DE000JL1YUQ7  /

EUWAX
05/08/2024  09:32:59 Chg.-0.73 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
3.27EUR -18.25% -
Bid Size: -		 -
Ask Size: -		 Seagate Technology H... 55.00 - 17/01/2025 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: 17/01/2025
Issue date: 05/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.17
Leverage: Yes

Calculated values

Fair value: 3.26
Intrinsic value: 3.17
Implied volatility: 1.08
Historic volatility: 0.29
Parity: 3.17
Time value: 0.83
Break-even: 95.00
Moneyness: 1.58
Premium: 0.10
Premium p.a.: 0.22
Spread abs.: 0.30
Spread %: 8.11%
Delta: 0.84
Theta: -0.05
Omega: 1.83
Rho: 0.15
 

Quote data

Open: 3.27
High: 3.27
Low: 3.27
Previous Close: 4.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.91%
1 Month
  -24.65%
3 Months  
+5.14%
YTD  
+3.15%
1 Year  
+85.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.60 4.00
1M High / 1M Low: 5.18 4.00
6M High / 6M Low: 5.18 2.82
High (YTD): 24/07/2024 5.18
Low (YTD): 09/01/2024 2.64
52W High: 24/07/2024 5.18
52W Low: 12/09/2023 1.47
Avg. price 1W:   4.41
Avg. volume 1W:   0.00
Avg. price 1M:   4.67
Avg. volume 1M:   0.00
Avg. price 6M:   3.80
Avg. volume 6M:   0.00
Avg. price 1Y:   3.03
Avg. volume 1Y:   0.00
Volatility 1M:   81.54%
Volatility 6M:   75.16%
Volatility 1Y:   74.67%
Volatility 3Y:   -