JP Morgan Call 435 LOR 20.09.2024
/ DE000JB8LBG2
JP Morgan Call 435 LOR 20.09.2024/ DE000JB8LBG2 /
| 2024-07-05 9:04:31 AM |
Chg.-0.008 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-9.09% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
435.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JB8LBG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
435.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-0.25 |
| Time value: |
0.14 |
| Break-even: |
449.00 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.06 |
| Spread %: |
68.67% |
| Delta: |
0.38 |
| Theta: |
-0.16 |
| Omega: |
11.17 |
| Rho: |
0.30 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.088 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-78.38% |
| 3 Months |
|
|
-52.94% |
| YTD |
|
|
-83.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.080 |
| 1M High / 1M Low: |
0.370 |
0.080 |
| 6M High / 6M Low: |
0.520 |
0.080 |
| High (YTD): |
2024-02-06 |
0.520 |
| Low (YTD): |
2024-07-05 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.305 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.90% |
| Volatility 6M: |
|
186.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
