JP Morgan Call 95 STX 20.09.2024
/ DE000JK07150
JP Morgan Call 95 STX 20.09.2024/ DE000JK07150 /
| 20/06/2024 12:21:58 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Seagate Technology H... |
95.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
JK0715 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Seagate Technology Holdings PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.29 |
| Parity: |
0.26 |
| Time value: |
1.22 |
| Break-even: |
109.80 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.04 |
| Spread %: |
2.78% |
| Delta: |
0.61 |
| Theta: |
-0.10 |
| Omega: |
4.00 |
| Rho: |
0.09 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.47 |
| Previous Close: |
1.41 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.49% |
| 3 Months |
|
|
+133.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.47 |
1.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
