JP Morgan Put 38 SGM 20.06.2025
/ DE000JK6CYZ6
JP Morgan Put 38 SGM 20.06.2025/ DE000JK6CYZ6 /
16/08/2024 09:23:50 |
Chg.-0.07 |
Bid19:00:37 |
Ask19:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
1.08EUR |
-6.09% |
1.08 Bid Size: 10,000 |
1.23 Ask Size: 10,000 |
STMICROELECTRONICS |
38.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
JK6CYZ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
38.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.05 |
Intrinsic value: |
1.05 |
Implied volatility: |
0.57 |
Historic volatility: |
0.32 |
Parity: |
1.05 |
Time value: |
0.18 |
Break-even: |
25.70 |
Moneyness: |
1.38 |
Premium: |
0.07 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.15 |
Spread %: |
13.89% |
Delta: |
-0.62 |
Theta: |
-0.01 |
Omega: |
-1.38 |
Rho: |
-0.25 |
Quote data
Open: |
1.08 |
High: |
1.08 |
Low: |
1.08 |
Previous Close: |
1.15 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.09% |
1 Month |
|
|
+125.00% |
3 Months |
|
|
+120.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.16 |
1.14 |
1M High / 1M Low: |
1.24 |
0.48 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.88 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
146.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |