JP Morgan Call 440 LOR 20.06.2025/  DE000JK6CYG6  /

EUWAX
2024-07-26  9:22:19 AM Chg.-0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.180EUR -10.00% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 440.00 - 2025-06-20 Call
 

Master data

WKN: JK6CYG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2025-06-20
Issue date: 2024-04-09
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 11.08
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -0.41
Time value: 0.36
Break-even: 476.00
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.22
Spread abs.: 0.15
Spread %: 71.43%
Delta: 0.47
Theta: -0.09
Omega: 5.21
Rho: 1.36
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -35.71%
3 Months
  -61.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.180
1M High / 1M Low: 0.310 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.234
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -