JP Morgan Call 58 SGM 20.12.2024
/ DE000JB46QP1
JP Morgan Call 58 SGM 20.12.2024/ DE000JB46QP1 /
| 2024-06-20 9:07:33 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
58.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
JB46QP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
77.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
-1.91 |
| Time value: |
0.05 |
| Break-even: |
58.50 |
| Moneyness: |
0.67 |
| Premium: |
0.50 |
| Premium p.a.: |
1.44 |
| Spread abs.: |
0.01 |
| Spread %: |
25.00% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
8.38 |
| Rho: |
0.02 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.034 |
| Previous Close: |
0.051 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-48.48% |
| 3 Months |
|
|
-56.96% |
| YTD |
|
|
-88.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.066 |
0.034 |
| 6M High / 6M Low: |
0.210 |
0.031 |
| High (YTD): |
2024-01-02 |
0.260 |
| Low (YTD): |
2024-05-30 |
0.031 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.10% |
| Volatility 6M: |
|
254.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
