JP Morgan Call 405 LOR 20.12.2024
/ DE000JK6SHD4
JP Morgan Call 405 LOR 20.12.2024/ DE000JK6SHD4 /
| 11/8/2024 11:20:37 AM |
Chg.-0.002 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
-28.57% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
405.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
JK6SHD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
50.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.22 |
| Parity: |
-0.70 |
| Time value: |
0.07 |
| Break-even: |
411.60 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
5.30 |
| Spread abs.: |
0.06 |
| Spread %: |
1,000.00% |
| Delta: |
0.20 |
| Theta: |
-0.23 |
| Omega: |
10.00 |
| Rho: |
0.07 |
Quote data
| Open: |
0.005 |
| High: |
0.005 |
| Low: |
0.005 |
| Previous Close: |
0.007 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-96.15% |
| 3 Months |
|
|
-96.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.009 |
0.005 |
| 1M High / 1M Low: |
0.130 |
0.005 |
| 6M High / 6M Low: |
0.700 |
0.005 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.007 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.92% |
| Volatility 6M: |
|
232.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
