JP Morgan Call 66 SGM 20.12.2024/  DE000JB46QT3  /

EUWAX
01/07/2024  08:55:50 Chg.- Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.010EUR - -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 66.00 - 20/12/2024 Call
 

Master data

WKN: JB46QT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 66.00 -
Maturity: 20/12/2024
Issue date: 10/10/2023
Last trading day: 02/07/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.09
Historic volatility: 0.32
Parity: -3.49
Time value: 0.21
Break-even: 68.10
Moneyness: 0.47
Premium: 1.19
Premium p.a.: 6.42
Spread abs.: 0.20
Spread %: 2,233.33%
Delta: 0.23
Theta: -0.02
Omega: 3.39
Rho: 0.02
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.009
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+11.11%
3 Months
  -56.52%
YTD
  -93.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.010 0.010
6M High / 6M Low: 0.120 0.009
High (YTD): 02/01/2024 0.130
Low (YTD): 28/06/2024 0.009
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.040
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   329.23%
Volatility 1Y:   -
Volatility 3Y:   -