OverviewChartNewsTraderScreen

JP Morgan Call 115 SQU 20.12.2024/  DE000JB4SYX3  /

EUWAX
2024-07-31  1:59:35 PM Chg.-0.010 Bid3:58:01 PM Ask3:58:01 PM Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.240
Bid Size: 100,000		 0.250
Ask Size: 100,000		 VINCI S.A. INH. EO... 115.00 EUR 2024-12-20 Call
 

Master data

WKN: JB4SYX
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: 2024-12-20
Issue date: 2023-10-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.22
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.17
Parity: -0.84
Time value: 0.48
Break-even: 119.80
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.35
Spread abs.: 0.20
Spread %: 71.43%
Delta: 0.40
Theta: -0.03
Omega: 8.82
Rho: 0.15
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+50.00%
3 Months
  -57.89%
YTD
  -73.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.210
1M High / 1M Low: 0.340 0.150
6M High / 6M Low: 1.080 0.150
High (YTD): 2024-01-26 1.100
Low (YTD): 2024-07-02 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.233
Avg. volume 1M:   0.000
Avg. price 6M:   0.620
Avg. volume 6M:   12.598
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   284.07%
Volatility 6M:   184.01%
Volatility 1Y:   -
Volatility 3Y:   -