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JP Morgan Call 105 SQU 20.12.2024/  DE000JB4SYV7  /

EUWAX
2024-07-09  9:03:45 AM Chg.+0.030 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.640EUR +4.92% -
Bid Size: -		 -
Ask Size: -		 VINCI S.A. INH. EO... 105.00 EUR 2024-12-20 Call
 

Master data

WKN: JB4SYV
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: 2024-12-20
Issue date: 2023-10-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.28
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.07
Implied volatility: 0.26
Historic volatility: 0.16
Parity: 0.07
Time value: 0.80
Break-even: 113.60
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.18
Spread abs.: 0.20
Spread %: 30.30%
Delta: 0.59
Theta: -0.03
Omega: 7.19
Rho: 0.24
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+52.38%
1 Month
  -47.97%
3 Months
  -51.52%
YTD
  -57.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.420
1M High / 1M Low: 0.770 0.420
6M High / 6M Low: 1.750 0.420
High (YTD): 2024-01-26 1.750
Low (YTD): 2024-07-02 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.536
Avg. volume 1M:   0.000
Avg. price 6M:   1.308
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.52%
Volatility 6M:   120.42%
Volatility 1Y:   -
Volatility 3Y:   -