JP Morgan Call 95 STX 16.08.2024/  DE000JK9W391  /

EUWAX
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:   -