JP Morgan Call 85 STX 21.06.2024
/ DE000JL715V6
JP Morgan Call 85 STX 21.06.2024/ DE000JL715V6 /
| 2024-05-30 8:33:47 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Seagate Technology H... |
85.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL715V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Seagate Technology Holdings PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-25 |
| Last trading day: |
2024-05-31 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.29 |
| Parity: |
0.40 |
| Time value: |
0.53 |
| Break-even: |
94.30 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
4.11 |
| Spread abs.: |
0.04 |
| Spread %: |
4.49% |
| Delta: |
0.63 |
| Theta: |
-0.27 |
| Omega: |
6.03 |
| Rho: |
0.02 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+35.94% |
| 3 Months |
|
|
-28.10% |
| YTD |
|
|
-1.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.330 |
0.640 |
| 6M High / 6M Low: |
1.580 |
0.430 |
| High (YTD): |
2024-03-06 |
1.580 |
| Low (YTD): |
2024-04-25 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.984 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.826 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.57% |
| Volatility 6M: |
|
230.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
