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JP Morgan Call 120 SQU 21.06.2024/  DE000JL0LU79  /

EUWAX
07/06/2024  08:56:41 Chg.-0.005 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.006EUR -45.45% -
Bid Size: -		 -
Ask Size: -		 VINCI S.A. INH. EO... 120.00 - 21/06/2024 Call
 

Master data

WKN: JL0LU7
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 -
Maturity: 21/06/2024
Issue date: 12/04/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 55.37
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.15
Parity: -0.93
Time value: 0.20
Break-even: 122.00
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 14.12
Spread abs.: 0.20
Spread %: 9,900.00%
Delta: 0.27
Theta: -0.17
Omega: 14.87
Rho: 0.01
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.011
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -73.91%
1 Month
  -85.37%
3 Months
  -98.06%
YTD
  -98.18%
1 Year
  -98.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.006
1M High / 1M Low: 0.130 0.006
6M High / 6M Low: 0.510 0.006
High (YTD): 06/02/2024 0.440
Low (YTD): 07/06/2024 0.006
52W High: 16/06/2023 0.630
52W Low: 07/06/2024 0.006
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   0.000
Avg. price 1Y:   0.252
Avg. volume 1Y:   0.000
Volatility 1M:   889.51%
Volatility 6M:   454.09%
Volatility 1Y:   338.13%
Volatility 3Y:   -