JP Morgan Call 75 STX 21.06.2024
/ DE000JL715T0
JP Morgan Call 75 STX 21.06.2024/ DE000JL715T0 /
| 20/05/2024 08:30:46 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.91EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Seagate Technology H... |
75.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
JL715T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Seagate Technology Holdings PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
25/07/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
1.73 |
| Historic volatility: |
0.29 |
| Parity: |
1.40 |
| Time value: |
0.51 |
| Break-even: |
94.10 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
3.81 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.52% |
| Delta: |
0.76 |
| Theta: |
-0.36 |
| Omega: |
3.52 |
| Rho: |
0.02 |
Quote data
| Open: |
1.91 |
| High: |
1.91 |
| Low: |
1.91 |
| Previous Close: |
2.18 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+31.72% |
| 3 Months |
|
|
+0.53% |
| YTD |
|
|
+29.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.22 |
1.45 |
| 6M High / 6M Low: |
2.34 |
0.98 |
| High (YTD): |
06/03/2024 |
2.34 |
| Low (YTD): |
19/04/2024 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.18% |
| Volatility 6M: |
|
154.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
