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JP Morgan Call 110 SQU 21.06.2024/  DE000JL0LU53  /

EUWAX
2024-05-10  8:49:42 AM Chg.+0.110 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.670EUR +19.64% -
Bid Size: -		 -
Ask Size: -		 VINCI S.A. INH. EO... 110.00 - 2024-06-21 Call
 

Master data

WKN: JL0LU5
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 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.99
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.56
Implied volatility: 0.35
Historic volatility: 0.14
Parity: 0.56
Time value: 0.33
Break-even: 118.90
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.28
Spread abs.: 0.15
Spread %: 20.27%
Delta: 0.70
Theta: -0.07
Omega: 9.05
Rho: 0.08
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+81.08%
1 Month  
+39.58%
3 Months
  -21.18%
YTD
  -20.24%
1 Year
  -43.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.390
1M High / 1M Low: 0.670 0.330
6M High / 6M Low: 1.110 0.330
High (YTD): 2024-03-13 1.110
Low (YTD): 2024-05-02 0.330
52W High: 2023-05-17 1.280
52W Low: 2024-05-02 0.330
Avg. price 1W:   0.504
Avg. volume 1W:   0.000
Avg. price 1M:   0.460
Avg. volume 1M:   0.000
Avg. price 6M:   0.799
Avg. volume 6M:   0.000
Avg. price 1Y:   0.737
Avg. volume 1Y:   0.000
Volatility 1M:   234.51%
Volatility 6M:   182.46%
Volatility 1Y:   152.07%
Volatility 3Y:   -