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JP Morgan Call 100 SQU 20.12.2024/  DE000JB4SYU9  /

EUWAX
2024-06-28  9:03:59 AM Chg.-0.140 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.650EUR -17.72% -
Bid Size: -		 -
Ask Size: -		 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: 11.50
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.16
Parity: -0.11
Time value: 0.86
Break-even: 108.60
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.22
Spread abs.: 0.20
Spread %: 30.30%
Delta: 0.55
Theta: -0.03
Omega: 6.37
Rho: 0.22
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month
  -64.67%
3 Months
  -69.19%
YTD
  -64.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.790
1M High / 1M Low: 1.900 0.660
6M High / 6M Low: 2.130 0.660
High (YTD): 2024-01-26 2.130
Low (YTD): 2024-06-17 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   0.838
Avg. volume 1W:   0.000
Avg. price 1M:   1.170
Avg. volume 1M:   0.000
Avg. price 6M:   1.731
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.63%
Volatility 6M:   97.64%
Volatility 1Y:   -
Volatility 3Y:   -