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JP Morgan Call 90 STX 17.01.2025/  DE000JL0H8B6  /

EUWAX
2024-10-11  8:54:12 AM Chg.-0.09 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.89EUR -4.55% -
Bid Size: -		 -
Ask Size: -		 Seagate Technology H... 90.00 - 2025-01-17 Call
 

Master data

WKN: JL0H8B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Seagate Technology Holdings PLC
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.05
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 0.89
Implied volatility: 0.74
Historic volatility: 0.27
Parity: 0.89
Time value: 1.07
Break-even: 109.60
Moneyness: 1.10
Premium: 0.11
Premium p.a.: 0.47
Spread abs.: 0.06
Spread %: 3.16%
Delta: 0.68
Theta: -0.07
Omega: 3.42
Rho: 0.13
 

Quote data

Open: 1.89
High: 1.89
Low: 1.89
Previous Close: 1.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month  
+28.57%
3 Months
  -6.44%
YTD  
+64.35%
1 Year  
+237.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.98 1.74
1M High / 1M Low: 2.04 1.35
6M High / 6M Low: 2.26 0.80
High (YTD): 2024-07-24 2.26
Low (YTD): 2024-04-19 0.80
52W High: 2024-07-24 2.26
52W Low: 2023-10-23 0.46
Avg. price 1W:   1.89
Avg. volume 1W:   0.00
Avg. price 1M:   1.72
Avg. volume 1M:   0.00
Avg. price 6M:   1.48
Avg. volume 6M:   0.00
Avg. price 1Y:   1.22
Avg. volume 1Y:   0.00
Volatility 1M:   103.89%
Volatility 6M:   161.00%
Volatility 1Y:   140.41%
Volatility 3Y:   -