JP Morgan Call 39 SGM 21.06.2024
/ DE000JB3CNE2
JP Morgan Call 39 SGM 21.06.2024/ DE000JB3CNE2 /
| 2024-06-14 10:50:12 AM |
Chg.- |
Bid8:04:05 AM |
Ask8:04:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
- |
0.120
Bid Size: 10,000 |
0.170
Ask Size: 10,000 |
STMICROELECTRONICS |
39.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JB3CNE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.30 |
| Parity: |
0.04 |
| Time value: |
0.16 |
| Break-even: |
41.00 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
10.18 |
| Spread abs.: |
0.07 |
| Spread %: |
53.85% |
| Delta: |
0.56 |
| Theta: |
-0.15 |
| Omega: |
11.05 |
| Rho: |
0.00 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
+28.57% |
| 3 Months |
|
|
-64.71% |
| YTD |
|
|
-80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.180 |
| 1M High / 1M Low: |
0.260 |
0.061 |
| 6M High / 6M Low: |
0.950 |
0.061 |
| High (YTD): |
2024-01-02 |
0.760 |
| Low (YTD): |
2024-05-30 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.406 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
470.64% |
| Volatility 6M: |
|
272.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
