JP Morgan Call 100 SQU 20.12.2024
/ DE000JB4SYU9
JP Morgan Call 100 SQU 20.12.2024/ DE000JB4SYU9 /
16/07/2024 09:06:41 |
Chg.-0.020 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
-2.17% |
- 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: |
9.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.87 |
Intrinsic value: |
0.54 |
Implied volatility: |
0.28 |
Historic volatility: |
0.16 |
Parity: |
0.54 |
Time value: |
0.60 |
Break-even: |
111.40 |
Moneyness: |
1.05 |
Premium: |
0.06 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.20 |
Spread %: |
21.28% |
Delta: |
0.68 |
Theta: |
-0.03 |
Omega: |
6.28 |
Rho: |
0.26 |
Quote data
Open: |
0.900 |
High: |
0.900 |
Low: |
0.900 |
Previous Close: |
0.920 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.14% |
1 Month |
|
|
+36.36% |
3 Months |
|
|
-41.18% |
YTD |
|
|
-51.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.840 |
1M High / 1M Low: |
0.950 |
0.650 |
6M High / 6M Low: |
2.130 |
0.650 |
High (YTD): |
26/01/2024 |
2.130 |
Low (YTD): |
28/06/2024 |
0.650 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.894 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.813 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.620 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.40% |
Volatility 6M: |
|
109.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |