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JP Morgan Call 100 SQU 20.12.2024/  DE000JB4SYU9  /

EUWAX
18/10/2024  09:22:21 Chg.-0.050 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.890EUR -5.32% -
Bid Size: -		 -
Ask Size: -		 VINCI S.A. INH. EO... 100.00 EUR 20/12/2024 Call
 

Master data

WKN: JB4SYU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 20/12/2024
Issue date: 10/10/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.75
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.73
Implied volatility: 0.37
Historic volatility: 0.18
Parity: 0.73
Time value: 0.38
Break-even: 111.00
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.22
Spread abs.: 0.15
Spread %: 15.79%
Delta: 0.71
Theta: -0.05
Omega: 6.97
Rho: 0.11
 

Quote data

Open: 0.890
High: 0.890
Low: 0.890
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.14%
1 Month
  -25.21%
3 Months
  -11.88%
YTD
  -51.63%
1 Year
  -22.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.860
1M High / 1M Low: 1.280 0.660
6M High / 6M Low: 1.970 0.640
High (YTD): 26/01/2024 2.130
Low (YTD): 05/08/2024 0.640
52W High: 26/01/2024 2.130
52W Low: 05/08/2024 0.640
Avg. price 1W:   0.912
Avg. volume 1W:   0.000
Avg. price 1M:   0.934
Avg. volume 1M:   0.000
Avg. price 6M:   1.138
Avg. volume 6M:   0.000
Avg. price 1Y:   1.458
Avg. volume 1Y:   0.000
Volatility 1M:   170.75%
Volatility 6M:   141.20%
Volatility 1Y:   110.24%
Volatility 3Y:   -