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JP Morgan Call 120 SQU 20.12.2024/  DE000JB4SYY1  /

EUWAX
2024-05-27  9:08:15 AM Chg.+0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.420EUR +7.69% -
Bid Size: -		 -
Ask Size: -		 VINCI S.A. INH. EO... 120.00 EUR 2024-12-20 Call
 

Master data

WKN: JB4SYY
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 EUR
Maturity: 2024-12-20
Issue date: 2023-10-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.08
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.14
Parity: -0.59
Time value: 0.71
Break-even: 127.10
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.30
Spread %: 73.17%
Delta: 0.48
Theta: -0.03
Omega: 7.67
Rho: 0.27
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -2.33%
3 Months
  -39.13%
YTD
  -40.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.390
1M High / 1M Low: 0.570 0.350
6M High / 6M Low: 0.890 0.350
High (YTD): 2024-01-26 0.840
Low (YTD): 2024-05-02 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.459
Avg. volume 1M:   0.000
Avg. price 6M:   0.631
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.52%
Volatility 6M:   119.39%
Volatility 1Y:   -
Volatility 3Y:   -