JP Morgan Call 60 SGM 20.09.2024/  DE000JB72XF4  /

EUWAX
2024-07-03  3:35:58 PM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.004EUR - -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 60.00 - 2024-09-20 Call
 

Master data

WKN: JB72XF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-07-04
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 293.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.31
Parity: -2.19
Time value: 0.01
Break-even: 60.13
Moneyness: 0.63
Premium: 0.58
Premium p.a.: 7.71
Spread abs.: 0.01
Spread %: 333.33%
Delta: 0.04
Theta: -0.01
Omega: 11.39
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.002
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -63.64%
3 Months
  -87.50%
YTD
  -97.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.002
1M High / 1M Low: 0.016 0.002
6M High / 6M Low: 0.110 0.002
High (YTD): 2024-01-02 0.150
Low (YTD): 2024-07-02 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.040
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   571.04%
Volatility 6M:   397.28%
Volatility 1Y:   -
Volatility 3Y:   -