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JP Morgan Call 100 SQU 20.12.2024/  DE000JB4SYU9  /

EUWAX
2024-07-31  1:59:35 PM Chg.0.000 Bid3:50:30 PM Ask3:50:30 PM Underlying Strike price Expiration date Option type
0.970EUR 0.00% 0.950
Bid Size: 100,000		 0.960
Ask Size: 100,000		 VINCI S.A. INH. EO... 100.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2023-10-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.53
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.67
Implied volatility: 0.31
Historic volatility: 0.17
Parity: 0.67
Time value: 0.59
Break-even: 112.50
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.15
Spread abs.: 0.20
Spread %: 19.05%
Delta: 0.69
Theta: -0.03
Omega: 5.91
Rho: 0.24
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 0.970
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.04%
1 Month  
+49.23%
3 Months
  -36.60%
YTD
  -47.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 0.900
1M High / 1M Low: 1.150 0.660
6M High / 6M Low: 2.120 0.650
High (YTD): 2024-01-26 2.130
Low (YTD): 2024-06-28 0.650
52W High: - -
52W Low: - -
Avg. price 1W:   1.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.928
Avg. volume 1M:   0.000
Avg. price 6M:   1.538
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.67%
Volatility 6M:   118.73%
Volatility 1Y:   -
Volatility 3Y:   -