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JP Morgan Call 110 SQU 21.06.2024/  DE000JL0LU53  /

EUWAX
2024-05-27  8:50:05 AM Chg.+0.080 Bid2:00:23 PM Ask2:00:23 PM Underlying Strike price Expiration date Option type
0.550EUR +17.02% 0.580
Bid Size: 75,000		 0.590
Ask Size: 75,000		 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: 17.56
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.42
Implied volatility: 0.33
Historic volatility: 0.14
Parity: 0.42
Time value: 0.24
Break-even: 116.50
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.35
Spread abs.: 0.15
Spread %: 30.00%
Delta: 0.69
Theta: -0.08
Omega: 12.14
Rho: 0.05
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.84%
1 Month  
+14.58%
3 Months
  -33.73%
YTD
  -34.52%
1 Year
  -48.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.470
1M High / 1M Low: 0.770 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: 2023-06-16 1.120
52W Low: 2024-05-02 0.330
Avg. price 1W:   0.580
Avg. volume 1W:   0.000
Avg. price 1M:   0.553
Avg. volume 1M:   0.000
Avg. price 6M:   0.799
Avg. volume 6M:   0.000
Avg. price 1Y:   0.714
Avg. volume 1Y:   0.000
Volatility 1M:   212.39%
Volatility 6M:   184.20%
Volatility 1Y:   156.55%
Volatility 3Y:   -