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JP Morgan Call 100 SQU 20.12.2024/  DE000JB4SYU9  /

EUWAX
2024-11-14  9:13:33 AM Chg.-0.050 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.210EUR -19.23% -
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: 32.87
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -0.14
Time value: 0.30
Break-even: 103.00
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.56
Spread abs.: 0.10
Spread %: 50.00%
Delta: 0.47
Theta: -0.05
Omega: 15.39
Rho: 0.04
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.67%
1 Month
  -75.58%
3 Months
  -73.42%
YTD
  -88.59%
1 Year
  -86.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.260
1M High / 1M Low: 0.950 0.260
6M High / 6M Low: 1.970 0.260
High (YTD): 2024-01-26 2.130
Low (YTD): 2024-11-13 0.260
52W High: 2024-01-26 2.130
52W Low: 2024-11-13 0.260
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.610
Avg. volume 1M:   0.000
Avg. price 6M:   0.988
Avg. volume 6M:   0.000
Avg. price 1Y:   1.406
Avg. volume 1Y:   0.000
Volatility 1M:   293.09%
Volatility 6M:   181.55%
Volatility 1Y:   137.32%
Volatility 3Y:   -