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JP Morgan Call 110 STX 17.01.2025/  DE000JL0F2N6  /

EUWAX
2024-06-25  8:46:10 AM Chg.+0.010 Bid8:00:14 PM Ask8:00:14 PM Underlying Strike price Expiration date Option type
0.880EUR +1.15% 0.850
Bid Size: 50,000		 0.870
Ask Size: 50,000		 Seagate Technology H... 110.00 - 2025-01-17 Call
 

Master data

WKN: JL0F2N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Seagate Technology Holdings PLC
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.24
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.29
Parity: -1.37
Time value: 0.94
Break-even: 119.40
Moneyness: 0.88
Premium: 0.24
Premium p.a.: 0.46
Spread abs.: 0.07
Spread %: 8.05%
Delta: 0.45
Theta: -0.04
Omega: 4.56
Rho: 0.19
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.870
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month  
+95.56%
3 Months  
+83.33%
YTD  
+60.00%
1 Year  
+388.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.870
1M High / 1M Low: 1.050 0.370
6M High / 6M Low: 1.050 0.320
High (YTD): 2024-06-20 1.050
Low (YTD): 2024-04-25 0.320
52W High: 2024-06-20 1.050
52W Low: 2023-07-26 0.110
Avg. price 1W:   0.962
Avg. volume 1W:   0.000
Avg. price 1M:   0.677
Avg. volume 1M:   0.000
Avg. price 6M:   0.529
Avg. volume 6M:   0.000
Avg. price 1Y:   0.384
Avg. volume 1Y:   0.000
Volatility 1M:   229.54%
Volatility 6M:   196.20%
Volatility 1Y:   172.34%
Volatility 3Y:   -