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JP Morgan Call 115 SQU 20.12.2024/  DE000JB4SYX3  /

EUWAX
7/10/2024  9:04:40 AM Chg.-0.040 Bid11:26:02 AM Ask11:26:02 AM Underlying Strike price Expiration date Option type
0.200EUR -16.67% 0.220
Bid Size: 75,000		 0.230
Ask Size: 75,000		 VINCI S.A. INH. EO... 115.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 10/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.15
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.16
Parity: -1.19
Time value: 0.41
Break-even: 119.10
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.38
Spread abs.: 0.20
Spread %: 95.24%
Delta: 0.35
Theta: -0.03
Omega: 8.70
Rho: 0.14
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.65%
1 Month
  -35.48%
3 Months
  -71.01%
YTD
  -78.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.170
1M High / 1M Low: 0.310 0.150
6M High / 6M Low: 1.100 0.150
High (YTD): 1/26/2024 1.100
Low (YTD): 7/2/2024 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.205
Avg. volume 1M:   0.000
Avg. price 6M:   0.714
Avg. volume 6M:   12.598
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.75%
Volatility 6M:   154.51%
Volatility 1Y:   -
Volatility 3Y:   -