JP Morgan Call 105 SQU 21.03.2025
/ DE000JT3C5A9
JP Morgan Call 105 SQU 21.03.2025/ DE000JT3C5A9 /
| 10/28/2024 8:56:55 AM |
Chg.-0.100 |
Bid2:13:12 PM |
Ask2:13:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-18.52% |
0.520
Bid Size: 100,000 |
0.530
Ask Size: 100,000 |
VINCI S.A. INH. EO... |
105.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
JT3C5A |
| 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: |
3/21/2025 |
| Issue date: |
6/11/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-0.43 |
| Time value: |
0.56 |
| Break-even: |
110.60 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.15 |
| Spread %: |
36.59% |
| Delta: |
0.47 |
| Theta: |
-0.03 |
| Omega: |
8.40 |
| Rho: |
0.16 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.00% |
| 1 Month |
|
|
-55.10% |
| 3 Months |
|
|
-47.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.540 |
| 1M High / 1M Low: |
0.870 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
