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JP Morgan Call 105 STX 17.01.2025/  DE000JL0F2P1  /

EUWAX
24/06/2024  12:29:53 Chg.-0.01 Bid21:55:14 Ask21:55:14 Underlying Strike price Expiration date Option type
1.06EUR -0.93% 1.06
Bid Size: 5,000		 1.13
Ask Size: 5,000		 Seagate Technology H... 105.00 - 17/01/2025 Call
 

Master data

WKN: JL0F2P
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Seagate Technology Holdings PLC
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.39
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.29
Parity: -0.86
Time value: 1.15
Break-even: 116.50
Moneyness: 0.92
Premium: 0.21
Premium p.a.: 0.40
Spread abs.: 0.07
Spread %: 6.48%
Delta: 0.50
Theta: -0.04
Omega: 4.22
Rho: 0.21
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 1.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.85%
1 Month  
+85.96%
3 Months  
+76.67%
YTD  
+60.61%
1 Year  
+381.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.27 1.07
1M High / 1M Low: 1.27 0.49
6M High / 6M Low: 1.27 0.41
High (YTD): 20/06/2024 1.27
Low (YTD): 25/04/2024 0.41
52W High: 20/06/2024 1.27
52W Low: 26/07/2023 0.14
Avg. price 1W:   1.17
Avg. volume 1W:   0.00
Avg. price 1M:   0.82
Avg. volume 1M:   0.00
Avg. price 6M:   0.65
Avg. volume 6M:   0.00
Avg. price 1Y:   0.47
Avg. volume 1Y:   0.00
Volatility 1M:   209.75%
Volatility 6M:   183.30%
Volatility 1Y:   161.42%
Volatility 3Y:   -