JP Morgan Call 430 LOR 20.12.2024
/ DE000JB33WM4
JP Morgan Call 430 LOR 20.12.2024/ DE000JB33WM4 /
| 8/13/2024 8:54:34 AM |
Chg.- |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
430.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
JB33WM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
61.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
-0.33 |
| Time value: |
0.07 |
| Break-even: |
436.50 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
18.18% |
| Delta: |
0.27 |
| Theta: |
-0.07 |
| Omega: |
16.43 |
| Rho: |
0.30 |
Quote data
| Open: |
0.061 |
| High: |
0.061 |
| Low: |
0.061 |
| Previous Close: |
0.076 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-23.75% |
| 3 Months |
|
|
-85.48% |
| YTD |
|
|
-89.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.110 |
0.061 |
| 6M High / 6M Low: |
0.530 |
0.061 |
| High (YTD): |
2/6/2024 |
0.620 |
| Low (YTD): |
8/13/2024 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
450.40% |
| Volatility 6M: |
|
193.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
