JP Morgan Call 66 SGM 20.12.2024
/ DE000JB46QT3
JP Morgan Call 66 SGM 20.12.2024/ DE000JB46QT3 /
| 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: |
|
- |
