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JP Morgan Call 120 SQU 21.06.2024/  DE000JL0LU79  /

EUWAX
2024-05-27  8:50:05 AM Chg.+0.011 Bid5:37:04 PM Ask5:37:04 PM Underlying Strike price Expiration date Option type
0.030EUR +57.89% 0.039
Bid Size: 3,000		 0.140
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: 49.63
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.14
Parity: -0.59
Time value: 0.23
Break-even: 122.30
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 1.74
Spread abs.: 0.21
Spread %: 820.00%
Delta: 0.33
Theta: -0.08
Omega: 16.42
Rho: 0.02
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.019
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.18%
1 Month
  -62.96%
3 Months
  -86.36%
YTD
  -90.91%
1 Year
  -95.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.019
1M High / 1M Low: 0.130 0.019
6M High / 6M Low: 0.510 0.019
High (YTD): 2024-02-06 0.440
Low (YTD): 2024-05-24 0.019
52W High: 2023-06-16 0.630
52W Low: 2024-05-24 0.019
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.248
Avg. volume 6M:   0.000
Avg. price 1Y:   0.271
Avg. volume 1Y:   0.000
Volatility 1M:   470.94%
Volatility 6M:   325.38%
Volatility 1Y:   252.24%
Volatility 3Y:   -