JP Morgan Call 110 SQU 20.12.2024
/ DE000JB4SYW5
JP Morgan Call 110 SQU 20.12.2024/ DE000JB4SYW5 /
| 2024-05-29 9:15:06 AM |
Chg.-0.09 |
Bid1:57:42 PM |
Ask1:57:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-8.65% |
0.92
Bid Size: 100,000 |
0.93
Ask Size: 100,000 |
VINCI S.A. INH. EO... |
110.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
JB4SYW |
| 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: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.14 |
| Parity: |
0.45 |
| Time value: |
0.74 |
| Break-even: |
121.90 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.20 |
| Spread %: |
20.20% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
6.41 |
| Rho: |
0.36 |
Quote data
| Open: |
0.95 |
| High: |
0.95 |
| Low: |
0.95 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.65% |
| 1 Month |
|
|
+6.74% |
| 3 Months |
|
|
-30.15% |
| YTD |
|
|
-20.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.92 |
| 1M High / 1M Low: |
1.17 |
0.80 |
| 6M High / 6M Low: |
1.43 |
0.80 |
| High (YTD): |
2024-01-26 |
1.41 |
| Low (YTD): |
2024-05-02 |
0.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.09% |
| Volatility 6M: |
|
89.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
