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JP Morgan Call 115 SQU 20.12.2024/  DE000JB4SYX3  /

EUWAX
6/17/2024  9:15:35 AM Chg.0.000 Bid8:21:24 PM Ask8:21:24 PM Underlying Strike price Expiration date Option type
0.160EUR 0.00% 0.160
Bid Size: 5,000		 0.310
Ask Size: 5,000		 VINCI S.A. INH. EO... 115.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 10/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.26
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -1.69
Time value: 0.36
Break-even: 118.60
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.45
Spread abs.: 0.20
Spread %: 125.00%
Delta: 0.30
Theta: -0.02
Omega: 8.09
Rho: 0.13
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.39%
1 Month
  -78.95%
3 Months
  -81.61%
YTD
  -82.61%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.160
1M High / 1M Low: 0.760 0.160
6M High / 6M Low: 1.100 0.160
High (YTD): 1/26/2024 1.100
Low (YTD): 6/14/2024 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.568
Avg. volume 1M:   0.000
Avg. price 6M:   0.810
Avg. volume 6M:   12.903
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.75%
Volatility 6M:   133.63%
Volatility 1Y:   -
Volatility 3Y:   -