JP Morgan Call 95 STX 16.08.2024
/ DE000JK9W391
JP Morgan Call 95 STX 16.08.2024/ DE000JK9W391 /
| 2024-07-26 8:43:21 AM |
Chg.-0.470 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-32.64% |
-
Bid Size: - |
-
Ask Size: - |
Seagate Technology H... |
95.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JK9W39 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Seagate Technology Holdings PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-21 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.29 |
| Parity: |
0.80 |
| Time value: |
0.06 |
| Break-even: |
96.08 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
5.68% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
9.91 |
| Rho: |
0.04 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
1.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.90% |
| 1 Month |
|
|
-16.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
0.970 |
| 1M High / 1M Low: |
1.500 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
