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JP Morgan Call 120 SQU 20.12.2024/  DE000JB4SYY1  /

EUWAX
2024-06-14  9:18:37 AM Chg.-0.028 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.092EUR -23.33% -
Bid Size: -		 -
Ask Size: -		 VINCI S.A. INH. EO... 120.00 EUR 2024-12-20 Call
 

Master data

WKN: JB4SYY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 2024-12-20
Issue date: 2023-10-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.16
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.16
Parity: -2.19
Time value: 0.39
Break-even: 123.90
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.57
Spread abs.: 0.30
Spread %: 338.20%
Delta: 0.28
Theta: -0.03
Omega: 7.09
Rho: 0.12
 

Quote data

Open: 0.092
High: 0.092
Low: 0.092
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -75.14%
1 Month
  -83.27%
3 Months
  -85.16%
YTD
  -86.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.092
1M High / 1M Low: 0.550 0.092
6M High / 6M Low: 0.840 0.092
High (YTD): 2024-01-26 0.840
Low (YTD): 2024-06-14 0.092
52W High: - -
52W Low: - -
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   0.577
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.99%
Volatility 6M:   151.20%
Volatility 1Y:   -
Volatility 3Y:   -