JP Morgan Call 95 STX 21.06.2024
/ DE000JB1M7B1
JP Morgan Call 95 STX 21.06.2024/ DE000JB1M7B1 /
| 6/7/2024 8:21:56 AM |
Chg.+0.020 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+7.69% |
-
Bid Size: - |
-
Ask Size: - |
Seagate Technology H... |
95.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
JB1M7B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Seagate Technology Holdings PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
9/6/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
0.10 |
| Time value: |
0.21 |
| Break-even: |
91.05 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.04 |
| Spread %: |
14.81% |
| Delta: |
0.59 |
| Theta: |
-0.10 |
| Omega: |
16.84 |
| Rho: |
0.02 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+64.71% |
| 3 Months |
|
|
-59.42% |
| YTD |
|
|
-40.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.110 |
| 1M High / 1M Low: |
0.550 |
0.110 |
| 6M High / 6M Low: |
0.970 |
0.110 |
| High (YTD): |
3/6/2024 |
0.970 |
| Low (YTD): |
6/4/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.284 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.373 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
591.58% |
| Volatility 6M: |
|
357.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
