JP Morgan Call 100 SQU 21.03.2025
/ DE000JT1XWG8
JP Morgan Call 100 SQU 21.03.2025/ DE000JT1XWG8 /
| 06/09/2024 09:27:35 |
Chg.+0.11 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
+9.09% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
100.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
JT1XWG |
| 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: |
21/03/2025 |
| Issue date: |
20/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.91 |
| Time value: |
0.58 |
| Break-even: |
114.90 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.20 |
| Spread %: |
15.50% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
5.38 |
| Rho: |
0.35 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+34.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.19 |
| 1M High / 1M Low: |
1.32 |
0.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
