JP Morgan Call 56 SGM 21.03.2025/  DE000JT2Y3T9  /

EUWAX
7/30/2024  10:04:45 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.021EUR - -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 56.00 EUR 3/21/2025 Call
 

Master data

WKN: JT2Y3T
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 56.00 EUR
Maturity: 3/21/2025
Issue date: 6/12/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.83
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.32
Parity: -2.56
Time value: 0.22
Break-even: 58.20
Moneyness: 0.54
Premium: 0.91
Premium p.a.: 1.76
Spread abs.: 0.20
Spread %: 1,122.22%
Delta: 0.26
Theta: -0.01
Omega: 3.57
Rho: 0.04
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -67.19%
1 Month
  -68.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.017
1M High / 1M Low: 0.098 0.017
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   298.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -