JP Morgan Call 395 LOR 20.09.2024
/ DE000JT5ZDV3
JP Morgan Call 395 LOR 20.09.2024/ DE000JT5ZDV3 /
| 8/30/2024 11:06:46 AM |
Chg.+0.030 |
Bid9:57:40 PM |
Ask9:57:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
+43.48% |
0.087
Bid Size: 5,000 |
0.140
Ask Size: 5,000 |
L OREAL INH. E... |
395.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
7/25/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
0.02 |
| Time value: |
0.12 |
| Break-even: |
409.00 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.05 |
| Spread %: |
60.92% |
| Delta: |
0.55 |
| Theta: |
-0.34 |
| Omega: |
15.46 |
| Rho: |
0.11 |
Quote data
| Open: |
0.099 |
| High: |
0.099 |
| Low: |
0.099 |
| Previous Close: |
0.069 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.32% |
| 1 Month |
|
|
-1.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.099 |
0.056 |
| 1M High / 1M Low: |
0.100 |
0.039 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
