JP Morgan Call 400 LOR 20.12.2024
/ DE000JB4YSR5
JP Morgan Call 400 LOR 20.12.2024/ DE000JB4YSR5 /
| 7/12/2024 8:59:58 AM |
Chg.+0.010 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+3.45% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.06 |
| Time value: |
0.32 |
| Break-even: |
437.00 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.07 |
| Spread %: |
23.33% |
| Delta: |
0.60 |
| Theta: |
-0.11 |
| Omega: |
6.56 |
| Rho: |
0.91 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-56.52% |
| 3 Months |
|
|
-34.78% |
| YTD |
|
|
-62.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.270 |
| 1M High / 1M Low: |
0.710 |
0.270 |
| 6M High / 6M Low: |
0.830 |
0.270 |
| High (YTD): |
2/6/2024 |
0.830 |
| Low (YTD): |
7/10/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.485 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.605 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.60% |
| Volatility 6M: |
|
118.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
