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JP Morgan Call 125 SQU 20.12.2024/  DE000JB4DNU4  /

EUWAX
10/9/2024  10:53:22 AM Chg.- Bid9:13:19 AM Ask9:13:19 AM Underlying Strike price Expiration date Option type
0.032EUR - 0.025
Bid Size: 50,000		 0.035
Ask Size: 50,000		 VINCI S.A. INH. EO... 125.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 10/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 44.81
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.18
Parity: -1.75
Time value: 0.24
Break-even: 127.40
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 1.42
Spread abs.: 0.20
Spread %: 548.65%
Delta: 0.23
Theta: -0.04
Omega: 10.50
Rho: 0.04
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.45%
1 Month
  -54.93%
3 Months
  -50.77%
YTD
  -93.96%
1 Year
  -92.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.022
1M High / 1M Low: 0.074 0.012
6M High / 6M Low: 0.380 0.012
High (YTD): 1/15/2024 0.630
Low (YTD): 10/3/2024 0.012
52W High: 12/8/2023 0.680
52W Low: 10/3/2024 0.012
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.125
Avg. volume 6M:   0.000
Avg. price 1Y:   0.293
Avg. volume 1Y:   0.000
Volatility 1M:   435.24%
Volatility 6M:   295.69%
Volatility 1Y:   225.49%
Volatility 3Y:   -