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JP Morgan Call 115 SQU 20.12.2024/  DE000JB4SYX3  /

EUWAX
2024-05-24  9:02:28 AM Chg.- Bid8:05:03 AM Ask8:05:03 AM Underlying Strike price Expiration date Option type
0.620EUR - 0.660
Bid Size: 5,000		 0.810
Ask Size: 5,000		 VINCI S.A. INH. EO... 115.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2023-10-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.43
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.14
Parity: -0.09
Time value: 0.85
Break-even: 123.50
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.20
Spread %: 30.77%
Delta: 0.57
Theta: -0.02
Omega: 7.62
Rho: 0.32
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.33%
1 Month     0.00%
3 Months
  -30.34%
YTD
  -32.61%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.620
1M High / 1M Low: 0.840 0.540
6M High / 6M Low: 1.140 0.540
High (YTD): 2024-01-26 1.100
Low (YTD): 2024-05-02 0.540
52W High: - -
52W Low: - -
Avg. price 1W:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   0.698
Avg. volume 1M:   0.000
Avg. price 6M:   0.871
Avg. volume 6M:   12.903
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.06%
Volatility 6M:   102.89%
Volatility 1Y:   -
Volatility 3Y:   -