JP Morgan Call 400 LOR 20.12.2024
/ DE000JB4YSR5
JP Morgan Call 400 LOR 20.12.2024/ DE000JB4YSR5 /
| 2024-06-27 9:09:10 AM |
Chg.+0.010 |
Bid1:25:37 PM |
Ask1:25:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+1.79% |
0.560
Bid Size: 200,000 |
0.570
Ask Size: 200,000 |
L OREAL INH. E... |
400.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
JB4YSR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
0.38 |
| Time value: |
0.27 |
| Break-even: |
465.00 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
16.07% |
| Delta: |
0.72 |
| Theta: |
-0.12 |
| Omega: |
4.83 |
| Rho: |
1.20 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.79% |
| 1 Month |
|
|
-13.64% |
| 3 Months |
|
|
+1.79% |
| YTD |
|
|
-29.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.560 |
| 1M High / 1M Low: |
0.740 |
0.560 |
| 6M High / 6M Low: |
0.830 |
0.390 |
| High (YTD): |
2024-02-06 |
0.830 |
| Low (YTD): |
2024-04-09 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.649 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.637 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.77% |
| Volatility 6M: |
|
109.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
