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JP Morgan Call 125 SQU 20.12.2024/  DE000JB4DNU4  /

EUWAX
2024-07-31  10:38:49 AM Chg.+0.002 Bid4:18:04 PM Ask4:18:04 PM Underlying Strike price Expiration date Option type
0.079EUR +2.60% 0.071
Bid Size: 50,000		 0.081
Ask Size: 50,000		 VINCI S.A. INH. EO... 125.00 EUR 2024-12-20 Call
 

Master data

WKN: JB4DNU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 125.00 EUR
Maturity: 2024-12-20
Issue date: 2023-10-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.78
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.17
Parity: -1.84
Time value: 0.29
Break-even: 127.90
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.60
Spread abs.: 0.21
Spread %: 241.18%
Delta: 0.26
Theta: -0.03
Omega: 9.45
Rho: 0.10
 

Quote data

Open: 0.079
High: 0.079
Low: 0.079
Previous Close: 0.077
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.86%
1 Month  
+51.92%
3 Months
  -65.65%
YTD
  -85.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.069
1M High / 1M Low: 0.120 0.047
6M High / 6M Low: 0.610 0.047
High (YTD): 2024-01-15 0.630
Low (YTD): 2024-07-02 0.047
52W High: - -
52W Low: - -
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.280
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   366.31%
Volatility 6M:   225.56%
Volatility 1Y:   -
Volatility 3Y:   -