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JP Morgan Call 100 STX 21.06.2024/  DE000JB6JYD9  /

EUWAX
2024-05-17  10:19:30 AM Chg.-0.040 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.250EUR -13.79% -
Bid Size: -		 -
Ask Size: -		 Seagate Technology H... 100.00 USD 2024-06-21 Call
 

Master data

WKN: JB6JYD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Seagate Technology Holdings PLC
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.93
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.29
Parity: -0.44
Time value: 0.17
Break-even: 93.66
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 1.04
Spread abs.: 0.04
Spread %: 28.57%
Delta: 0.33
Theta: -0.05
Omega: 17.41
Rho: 0.03
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+127.27%
1 Month  
+92.31%
3 Months
  -16.67%
YTD
  -24.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.120
1M High / 1M Low: 0.290 0.055
6M High / 6M Low: 0.750 0.055
High (YTD): 2024-03-06 0.750
Low (YTD): 2024-05-02 0.055
52W High: - -
52W Low: - -
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.249
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   545.67%
Volatility 6M:   340.47%
Volatility 1Y:   -
Volatility 3Y:   -