JP Morgan Call 32 SGM 21.03.2025/  DE000JT6LSG0  /

EUWAX
1/23/2025  9:39:04 AM Chg.-0.004 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.019EUR -17.39% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 32.00 EUR 3/21/2025 Call
 

Master data

WKN: JT6LSG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 3/21/2025
Issue date: 7/31/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.35
Parity: -0.75
Time value: 0.09
Break-even: 32.89
Moneyness: 0.77
Premium: 0.34
Premium p.a.: 5.52
Spread abs.: 0.07
Spread %: 368.42%
Delta: 0.24
Theta: -0.02
Omega: 6.52
Rho: 0.01
 

Quote data

Open: 0.019
High: 0.019
Low: 0.019
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month
  -24.00%
3 Months
  -84.17%
YTD
  -36.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.024 0.021
1M High / 1M Low: 0.044 0.020
6M High / 6M Low: - -
High (YTD): 1/8/2025 0.044
Low (YTD): 1/15/2025 0.020
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   291.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -