OverviewChartNewsTraderScreen

JP Morgan Call 95 STX 21.06.2024/  DE000JB1M7B1  /

EUWAX
2024-05-17  8:16:41 AM Chg.-0.040 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.510EUR -7.27% -
Bid Size: -		 -
Ask Size: -		 Seagate Technology H... 95.00 USD 2024-06-21 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: 2024-06-21
Issue date: 2023-09-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.46
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.02
Implied volatility: 0.28
Historic volatility: 0.29
Parity: 0.02
Time value: 0.31
Break-even: 90.72
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.45
Spread abs.: 0.04
Spread %: 12.50%
Delta: 0.55
Theta: -0.05
Omega: 14.47
Rho: 0.04
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+121.74%
1 Month  
+131.82%
3 Months  
+18.60%
YTD  
+8.51%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.260
1M High / 1M Low: 0.550 0.120
6M High / 6M Low: 0.970 0.120
High (YTD): 2024-03-06 0.970
Low (YTD): 2024-05-02 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   0.370
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   484.95%
Volatility 6M:   297.72%
Volatility 1Y:   -
Volatility 3Y:   -