JP Morgan Call 435 LOR 16.08.2024
/ DE000JT2B9C9
JP Morgan Call 435 LOR 16.08.2024/ DE000JT2B9C9 /
| 2024-07-25 10:22:03 AM |
Chg.- |
Bid8:53:28 AM |
Ask8:53:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
- |
0.010
Bid Size: 7,500 |
0.050
Ask Size: 7,500 |
L OREAL INH. E... |
435.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
JT2B9C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
435.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-27 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
54.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.19 |
| Parity: |
-0.43 |
| Time value: |
0.07 |
| Break-even: |
442.20 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
7.00 |
| Spread abs.: |
0.06 |
| Spread %: |
500.00% |
| Delta: |
0.25 |
| Theta: |
-0.40 |
| Omega: |
13.41 |
| Rho: |
0.05 |
Quote data
| Open: |
0.016 |
| High: |
0.016 |
| Low: |
0.016 |
| Previous Close: |
0.022 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.94% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.016 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.031 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
