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JP Morgan Call 120 SQU 21.06.2024/  DE000JL0LU79  /

EUWAX
2024-05-23  1:33:43 PM Chg.-0.018 Bid9:01:21 PM Ask9:01:21 PM Underlying Strike price Expiration date Option type
0.037EUR -32.73% 0.021
Bid Size: 3,000		 0.120
Ask Size: 3,000		 VINCI S.A. INH. EO... 120.00 - 2024-06-21 Call
 

Master data

WKN: JL0LU7
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 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 60.63
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.14
Parity: -0.48
Time value: 0.19
Break-even: 121.90
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 1.04
Spread abs.: 0.15
Spread %: 341.86%
Delta: 0.33
Theta: -0.06
Omega: 20.04
Rho: 0.03
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.055
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.00%
1 Month
  -47.14%
3 Months
  -81.50%
YTD
  -88.79%
1 Year
  -94.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.049
1M High / 1M Low: 0.130 0.032
6M High / 6M Low: 0.510 0.032
High (YTD): 2024-02-06 0.440
Low (YTD): 2024-05-02 0.032
52W High: 2023-05-23 0.680
52W Low: 2024-05-02 0.032
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.252
Avg. volume 6M:   0.000
Avg. price 1Y:   0.279
Avg. volume 1Y:   0.000
Volatility 1M:   412.55%
Volatility 6M:   314.69%
Volatility 1Y:   244.67%
Volatility 3Y:   -