JP Morgan Call 410 LOR 20.12.2024
/ DE000JB4YSS3
JP Morgan Call 410 LOR 20.12.2024/ DE000JB4YSS3 /
| 29/07/2024 09:03:39 |
Chg.+0.030 |
Bid17:39:21 |
Ask17:39:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+16.67% |
0.190
Bid Size: 15,000 |
0.230
Ask Size: 15,000 |
L OREAL INH. E... |
410.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
JB4YSS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
-0.11 |
| Time value: |
0.29 |
| Break-even: |
439.00 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.07 |
| Spread %: |
31.82% |
| Delta: |
0.51 |
| Theta: |
-0.13 |
| Omega: |
7.05 |
| Rho: |
0.69 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.23% |
| 1 Month |
|
|
-36.36% |
| 3 Months |
|
|
-60.38% |
| YTD |
|
|
-71.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.180 |
| 1M High / 1M Low: |
0.330 |
0.180 |
| 6M High / 6M Low: |
0.760 |
0.180 |
| High (YTD): |
06/02/2024 |
0.760 |
| Low (YTD): |
26/07/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.508 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.84% |
| Volatility 6M: |
|
131.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
