JP Morgan Call 110 SQU 19.07.2024
/ DE000JK9KAG3
JP Morgan Call 110 SQU 19.07.2024/ DE000JK9KAG3 /
| 2024-05-28 8:41:16 AM |
Chg.+0.050 |
Bid6:54:50 PM |
Ask6:54:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+7.81% |
0.610
Bid Size: 5,000 |
0.710
Ask Size: 5,000 |
VINCI S.A. INH. EO... |
110.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
JK9KAG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.14 |
| Parity: |
0.55 |
| Time value: |
0.30 |
| Break-even: |
118.40 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
21.74% |
| Delta: |
0.71 |
| Theta: |
-0.05 |
| Omega: |
9.78 |
| Rho: |
0.11 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.560 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
