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JP Morgan Call 120 SQU 20.12.2024/  DE000JB4SYY1  /

EUWAX
2024-05-23  1:58:24 PM Chg.-0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.460EUR -2.13% -
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: 14.96
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.14
Parity: -0.48
Time value: 0.77
Break-even: 127.70
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.20
Spread abs.: 0.30
Spread %: 63.83%
Delta: 0.50
Theta: -0.03
Omega: 7.45
Rho: 0.29
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.36%
1 Month  
+9.52%
3 Months
  -22.03%
YTD
  -34.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.470
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:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   0.635
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.24%
Volatility 6M:   116.99%
Volatility 1Y:   -
Volatility 3Y:   -