JP Morgan Put 34 SGM 20.06.2025/  DE000JK6CYX1  /

EUWAX
2024-07-26  9:22:20 AM Chg.+0.120 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.600EUR +25.00% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 34.00 EUR 2025-06-20 Put
 

Master data

WKN: JK6CYX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 34.00 EUR
Maturity: 2025-06-20
Issue date: 2024-04-09
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.15
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.33
Implied volatility: 0.52
Historic volatility: 0.32
Parity: 0.33
Time value: 0.41
Break-even: 26.60
Moneyness: 1.11
Premium: 0.13
Premium p.a.: 0.15
Spread abs.: 0.15
Spread %: 25.42%
Delta: -0.46
Theta: -0.01
Omega: -1.89
Rho: -0.19
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+71.43%
1 Month  
+50.00%
3 Months  
+66.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.350
1M High / 1M Low: 0.600 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.350
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -