JP Morgan Call 115 SQU 16.08.2024
/ DE000JT05FL1
JP Morgan Call 115 SQU 16.08.2024/ DE000JT05FL1 /
| 2024-07-31 10:12:05 AM |
Chg.-0.002 |
Bid4:46:39 PM |
Ask4:46:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.007EUR |
-22.22% |
0.004
Bid Size: 25,000 |
0.014
Ask Size: 25,000 |
VINCI S.A. INH. EO... |
115.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
JT05FL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
50.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.17 |
| Parity: |
-0.84 |
| Time value: |
0.21 |
| Break-even: |
117.10 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
7.44 |
| Spread abs.: |
0.20 |
| Spread %: |
1,809.09% |
| Delta: |
0.28 |
| Theta: |
-0.14 |
| Omega: |
14.47 |
| Rho: |
0.01 |
Quote data
| Open: |
0.007 |
| High: |
0.007 |
| Low: |
0.007 |
| Previous Close: |
0.009 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-63.16% |
| 1 Month |
|
|
-84.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.009 |
| 1M High / 1M Low: |
0.073 |
0.009 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
705.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
