JP Morgan Call 110 SQU 20.06.2025
/ DE000JK87AJ3
JP Morgan Call 110 SQU 20.06.2025/ DE000JK87AJ3 /
| 2024-05-27 12:29:26 PM |
Chg.+0.05 |
Bid2:54:43 PM |
Ask2:54:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+3.97% |
1.34
Bid Size: 75,000 |
1.35
Ask Size: 75,000 |
VINCI S.A. INH. EO... |
110.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
JK87AJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.14 |
| Parity: |
0.42 |
| Time value: |
1.35 |
| Break-even: |
127.60 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.50 |
| Spread %: |
39.68% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
4.28 |
| Rho: |
0.61 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.07% |
| 1 Month |
|
|
+14.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.26 |
| 1M High / 1M Low: |
1.50 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
