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JP Morgan Call 100 SQU 20.12.2024/  DE000JB4SYU9  /

EUWAX
11/12/2024  9:13:24 AM Chg.-0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.360EUR -2.70% -
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: 18.78
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.14
Implied volatility: 0.35
Historic volatility: 0.18
Parity: 0.14
Time value: 0.40
Break-even: 105.40
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.45
Spread abs.: 0.15
Spread %: 38.46%
Delta: 0.58
Theta: -0.06
Omega: 10.94
Rho: 0.06
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month
  -59.09%
3 Months
  -52.00%
YTD
  -80.43%
1 Year
  -74.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.360
1M High / 1M Low: 0.950 0.360
6M High / 6M Low: 1.970 0.360
High (YTD): 1/26/2024 2.130
Low (YTD): 11/12/2024 0.360
52W High: 1/26/2024 2.130
52W Low: 11/12/2024 0.360
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.626
Avg. volume 1M:   0.000
Avg. price 6M:   1.001
Avg. volume 6M:   0.000
Avg. price 1Y:   1.410
Avg. volume 1Y:   0.000
Volatility 1M:   287.13%
Volatility 6M:   177.64%
Volatility 1Y:   134.90%
Volatility 3Y:   -