JP Morgan Call 405 LOR 20.12.2024
/ DE000JK6SHD4
JP Morgan Call 405 LOR 20.12.2024/ DE000JK6SHD4 /
| 10/8/2024 11:06:07 AM |
Chg.-0.040 |
Bid3:35:12 PM |
Ask3:35:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-26.67% |
0.120
Bid Size: 250,000 |
0.130
Ask Size: 250,000 |
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: |
21.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-0.10 |
| Time value: |
0.18 |
| Break-even: |
423.00 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.03 |
| Spread %: |
20.00% |
| Delta: |
0.47 |
| Theta: |
-0.16 |
| Omega: |
10.30 |
| Rho: |
0.33 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.67% |
| 1 Month |
|
|
-8.33% |
| 3 Months |
|
|
-65.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.140 |
| 1M High / 1M Low: |
0.200 |
0.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
379.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
