JP Morgan Call 105 SQU 20.09.2024
/ DE000JT3C561
JP Morgan Call 105 SQU 20.09.2024/ DE000JT3C561 /
| 01/08/2024 08:52:47 |
Chg.-0.050 |
Bid10:20:07 |
Ask10:20:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-11.90% |
0.330
Bid Size: 100,000 |
0.340
Ask Size: 100,000 |
VINCI S.A. INH. EO... |
105.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
JT3C56 |
| 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: |
20/09/2024 |
| Issue date: |
11/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
0.06 |
| Time value: |
0.49 |
| Break-even: |
110.50 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.15 |
| Spread %: |
37.50% |
| Delta: |
0.56 |
| Theta: |
-0.05 |
| Omega: |
10.74 |
| Rho: |
0.07 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.370 |
| 1M High / 1M Low: |
0.600 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.429 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
