JP Morgan Call 100 SQU 20.12.2024
/ DE000JB4SYU9
JP Morgan Call 100 SQU 20.12.2024/ DE000JB4SYU9 /
| 8/15/2024 9:02:03 AM |
Chg.-0.010 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-1.27% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
100.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.35 |
| Time value: |
0.57 |
| Break-even: |
109.20 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
19.48% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
7.25 |
| Rho: |
0.20 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.50% |
| 1 Month |
|
|
-15.22% |
| 3 Months |
|
|
-60.41% |
| YTD |
|
|
-57.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.750 |
| 1M High / 1M Low: |
1.150 |
0.640 |
| 6M High / 6M Low: |
2.120 |
0.640 |
| High (YTD): |
1/26/2024 |
2.130 |
| Low (YTD): |
8/5/2024 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.905 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.436 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.47% |
| Volatility 6M: |
|
127.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
