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JP Morgan Call 80 STX 17.01.2025/  DE000JL0H8E0  /

EUWAX
2024-06-24  8:45:17 AM Chg.+0.02 Bid9:55:14 PM Ask9:55:14 PM Underlying Strike price Expiration date Option type
2.55EUR +0.79% 2.54
Bid Size: 5,000		 2.63
Ask Size: 5,000		 Seagate Technology H... 80.00 - 2025-01-17 Call
 

Master data

WKN: JL0H8E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Seagate Technology Holdings PLC
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.65
Leverage: Yes

Calculated values

Fair value: 1.98
Intrinsic value: 1.64
Implied volatility: 0.61
Historic volatility: 0.29
Parity: 1.64
Time value: 1.00
Break-even: 106.40
Moneyness: 1.21
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.09
Spread %: 3.53%
Delta: 0.75
Theta: -0.04
Omega: 2.75
Rho: 0.26
 

Quote data

Open: 2.55
High: 2.55
Low: 2.55
Previous Close: 2.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.39%
1 Month  
+48.26%
3 Months  
+61.39%
YTD  
+58.39%
1 Year  
+339.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.82 2.53
1M High / 1M Low: 2.82 1.54
6M High / 6M Low: 2.82 1.20
High (YTD): 2024-06-20 2.82
Low (YTD): 2024-04-19 1.20
52W High: 2024-06-20 2.82
52W Low: 2023-07-26 0.42
Avg. price 1W:   2.68
Avg. volume 1W:   0.00
Avg. price 1M:   2.12
Avg. volume 1M:   0.00
Avg. price 6M:   1.69
Avg. volume 6M:   0.00
Avg. price 1Y:   1.24
Avg. volume 1Y:   0.00
Volatility 1M:   126.42%
Volatility 6M:   121.28%
Volatility 1Y:   115.38%
Volatility 3Y:   -