JP Morgan Call 80 STX 21.06.2024
/ DE000JL715U8
JP Morgan Call 80 STX 21.06.2024/ DE000JL715U8 /
| 2024-05-20 8:30:46 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Seagate Technology H... |
80.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL715U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Seagate Technology Holdings PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-25 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
1.48 |
| Historic volatility: |
0.29 |
| Parity: |
0.90 |
| Time value: |
0.56 |
| Break-even: |
94.60 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
4.59 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.68% |
| Delta: |
0.70 |
| Theta: |
-0.34 |
| Omega: |
4.27 |
| Rho: |
0.02 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.73 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+43.14% |
| 3 Months |
|
|
-4.58% |
| YTD |
|
|
+25.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.77 |
1.02 |
| 6M High / 6M Low: |
1.95 |
0.67 |
| High (YTD): |
2024-03-06 |
1.95 |
| Low (YTD): |
2024-04-19 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.42% |
| Volatility 6M: |
|
188.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
