JP Morgan Call 120 SQU 20.12.2024
/ DE000JB4SYY1
JP Morgan Call 120 SQU 20.12.2024/ DE000JB4SYY1 /
| 20/06/2024 09:19:32 |
Chg.+0.010 |
Bid20:00:07 |
Ask20:00:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+9.09% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
120.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
-1.96 |
| Time value: |
0.31 |
| Break-even: |
123.10 |
| Moneyness: |
0.84 |
| Premium: |
0.23 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.20 |
| Spread %: |
181.82% |
| Delta: |
0.26 |
| Theta: |
-0.02 |
| Omega: |
8.50 |
| Rho: |
0.12 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-75.51% |
| 3 Months |
|
|
-78.95% |
| YTD |
|
|
-82.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.092 |
| 1M High / 1M Low: |
0.500 |
0.092 |
| 6M High / 6M Low: |
0.840 |
0.092 |
| High (YTD): |
26/01/2024 |
0.840 |
| Low (YTD): |
14/06/2024 |
0.092 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.321 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.564 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.78% |
| Volatility 6M: |
|
152.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
