OverviewChartNewsTraderScreen

JP Morgan Call 80 STX 17.01.2025/  DE000JL0H8E0  /

EUWAX
09/07/2024  08:50:07 Chg.+0.16 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
2.52EUR +6.78% -
Bid Size: -		 -
Ask Size: -		 Seagate Technology H... 80.00 - 17/01/2025 Call
 

Master data

WKN: JL0H8E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Seagate Technology Holdings PLC
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.73
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 1.55
Implied volatility: 0.63
Historic volatility: 0.29
Parity: 1.55
Time value: 1.01
Break-even: 105.60
Moneyness: 1.19
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.08
Spread %: 3.23%
Delta: 0.74
Theta: -0.04
Omega: 2.78
Rho: 0.24
 

Quote data

Open: 2.52
High: 2.52
Low: 2.52
Previous Close: 2.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.56%
1 Month  
+32.63%
3 Months  
+56.52%
YTD  
+56.52%
1 Year  
+358.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.49 2.28
1M High / 1M Low: 2.82 1.91
6M High / 6M Low: 2.82 1.20
High (YTD): 20/06/2024 2.82
Low (YTD): 19/04/2024 1.20
52W High: 20/06/2024 2.82
52W Low: 26/07/2023 0.42
Avg. price 1W:   2.37
Avg. volume 1W:   0.00
Avg. price 1M:   2.49
Avg. volume 1M:   0.00
Avg. price 6M:   1.78
Avg. volume 6M:   0.00
Avg. price 1Y:   1.32
Avg. volume 1Y:   0.00
Volatility 1M:   94.58%
Volatility 6M:   118.11%
Volatility 1Y:   115.10%
Volatility 3Y:   -