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JP Morgan Call 395 LOR 20.09.2024/  DE000JT5ZDV3  /

EUWAX
26/07/2024  11:21:58 Chg.+0.020 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.170EUR +13.33% -
Bid Size: -		 -
Ask Size: -		 L OREAL INH. E... 395.00 EUR 20/09/2024 Call
 

Master data

WKN: JT5ZDV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 395.00 EUR
Maturity: 20/09/2024
Issue date: 25/07/2024
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 16.62
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.04
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 0.04
Time value: 0.20
Break-even: 419.00
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.39
Spread abs.: 0.05
Spread %: 26.32%
Delta: 0.57
Theta: -0.21
Omega: 9.49
Rho: 0.31
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -