JP Morgan Call 90 SQU 16.12.2022/  DE000JN9VY70  /

EUWAX
1/17/2022  9:03:55 AM Chg.+0.07 Bid11:46:27 AM Ask11:46:27 AM Underlying Strike price Expiration date Option type
1.30EUR +5.69% 1.28
Bid Size: 100,000
1.29
Ask Size: 100,000
VINCI S.A. INH. EO... 90.00 EUR 12/16/2022 Call

Master data

WKN: JN9VY7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 12/16/2022
Issue date: 10/28/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.35
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.85
Implied volatility: 0.78
Historic volatility: 0.23
Parity: 0.85
Time value: 0.70
Break-even: 105.50
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 0.08
Spread abs.: 0.20
Spread %: 12.90%
Delta: 0.42
Theta: 0.00
Omega: 2.68
Rho: 0.24
 

Quote data

Open: 1.30
High: 1.30
Low: 1.30
Previous Close: 1.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.64%
1 Month  
+94.03%
3 Months     -
YTD  
+46.07%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.23 1.06
1M High / 1M Low: 1.23 0.62
6M High / 6M Low: - -
High (YTD): 1/14/2022 1.23
Low (YTD): 1/3/2022 0.97
52W High: - -
52W Low: - -
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   0.94
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -