JP Morgan Call 110 SQU 20.12.2024
/ DE000JB4SYW5
JP Morgan Call 110 SQU 20.12.2024/ DE000JB4SYW5 /
| 7/9/2024 9:03:46 AM |
Chg.+0.020 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+5.26% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
110.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
JB4SYW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
-0.44 |
| Time value: |
0.62 |
| Break-even: |
116.20 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.20 |
| Spread %: |
47.62% |
| Delta: |
0.48 |
| Theta: |
-0.03 |
| Omega: |
8.17 |
| Rho: |
0.20 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
-54.55% |
| 3 Months |
|
|
-59.60% |
| YTD |
|
|
-66.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.250 |
| 1M High / 1M Low: |
0.440 |
0.250 |
| 6M High / 6M Low: |
1.410 |
0.250 |
| High (YTD): |
1/26/2024 |
1.410 |
| Low (YTD): |
7/2/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.988 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.74% |
| Volatility 6M: |
|
138.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
