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JP Morgan Call 120 SQU 21.06.2024/  DE000JL0LU79  /

EUWAX
5/31/2024  8:56:14 AM Chg.+0.015 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.023EUR +187.50% -
Bid Size: -		 -
Ask Size: -		 VINCI S.A. INH. EO... 120.00 - 6/21/2024 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: 6/21/2024
Issue date: 4/12/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 49.76
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.14
Parity: -0.56
Time value: 0.23
Break-even: 122.30
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 2.36
Spread abs.: 0.20
Spread %: 721.43%
Delta: 0.33
Theta: -0.10
Omega: 16.66
Rho: 0.02
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.05%
1 Month
  -48.89%
3 Months
  -92.81%
YTD
  -93.03%
1 Year
  -95.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.008
1M High / 1M Low: 0.130 0.008
6M High / 6M Low: 0.510 0.008
High (YTD): 2/6/2024 0.440
Low (YTD): 5/30/2024 0.008
52W High: 6/16/2023 0.630
52W Low: 5/30/2024 0.008
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.237
Avg. volume 6M:   0.000
Avg. price 1Y:   0.263
Avg. volume 1Y:   0.000
Volatility 1M:   851.33%
Volatility 6M:   437.01%
Volatility 1Y:   326.48%
Volatility 3Y:   -