JP Morgan Call 105 SQU 18.10.2024
/ DE000JT5QFJ2
JP Morgan Call 105 SQU 18.10.2024/ DE000JT5QFJ2 /
| 10/9/2024 11:36:10 AM |
Chg.- |
Bid9:12:21 AM |
Ask9:12:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
- |
0.270
Bid Size: 75,000 |
0.280
Ask Size: 75,000 |
VINCI S.A. INH. EO... |
105.00 EUR |
10/18/2024 |
Call |
Master data
| WKN: |
JT5QFJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
10/18/2024 |
| Issue date: |
7/25/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.18 |
| Parity: |
0.28 |
| Time value: |
0.25 |
| Break-even: |
110.20 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
1.79 |
| Spread abs.: |
0.15 |
| Spread %: |
40.54% |
| Delta: |
0.64 |
| Theta: |
-0.22 |
| Omega: |
13.23 |
| Rho: |
0.01 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
-53.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.150 |
| 1M High / 1M Low: |
0.680 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
349.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
