JP Morgan Call 440 LOR 20.06.2025
/ DE000JK6CYG6
JP Morgan Call 440 LOR 20.06.2025/ DE000JK6CYG6 /
02/09/2024 09:23:13 |
Chg.-0.020 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-11.76% |
- Bid Size: - |
- Ask Size: - |
L OREAL INH. E... |
440.00 - |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
-0.43 |
Time value: |
0.26 |
Break-even: |
466.00 |
Moneyness: |
0.90 |
Premium: |
0.17 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.10 |
Spread %: |
62.50% |
Delta: |
0.42 |
Theta: |
-0.08 |
Omega: |
6.47 |
Rho: |
1.13 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-70.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.150 |
1M High / 1M Low: |
0.170 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.143 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |