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JP Morgan Call 400 LOR 20.12.2024/  DE000JB4YSR5  /

EUWAX
10/16/2024  9:24:05 AM Chg.-0.066 Bid3:40:38 PM Ask3:40:38 PM Underlying Strike price Expiration date Option type
0.054EUR -55.00% 0.064
Bid Size: 250,000		 0.074
Ask Size: 250,000		 L OREAL INH. E... 400.00 - 12/20/2024 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: 12/20/2024
Issue date: 10/10/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 28.95
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.21
Parity: -0.24
Time value: 0.13
Break-even: 413.00
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.68
Spread abs.: 0.05
Spread %: 62.50%
Delta: 0.38
Theta: -0.17
Omega: 10.91
Rho: 0.23
 

Quote data

Open: 0.054
High: 0.054
Low: 0.054
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -64.00%
1 Month
  -18.18%
3 Months
  -79.23%
YTD
  -93.33%
1 Year
  -87.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.120
1M High / 1M Low: 0.230 0.061
6M High / 6M Low: 0.750 0.061
High (YTD): 2/6/2024 0.830
Low (YTD): 9/18/2024 0.061
52W High: 2/6/2024 0.830
52W Low: 9/18/2024 0.061
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   0.372
Avg. volume 6M:   0.000
Avg. price 1Y:   0.496
Avg. volume 1Y:   0.000
Volatility 1M:   317.03%
Volatility 6M:   198.24%
Volatility 1Y:   153.69%
Volatility 3Y:   -