JP Morgan Call 440 LOR 20.09.2024
/ DE000JB8LBL2
JP Morgan Call 440 LOR 20.09.2024/ DE000JB8LBL2 /
9/4/2024 9:07:17 AM |
Chg.-0.001 |
Bid12:13:36 PM |
Ask12:13:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
-50.00% |
0.001 Bid Size: 75,000 |
0.011 Ask Size: 75,000 |
L OREAL INH. E... |
440.00 - |
9/20/2024 |
Call |
Master data
WKN: |
JB8LBL |
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: |
9/20/2024 |
Issue date: |
12/5/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
48.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.67 |
Historic volatility: |
0.19 |
Parity: |
-0.43 |
Time value: |
0.08 |
Break-even: |
448.20 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
14.46 |
Spread abs.: |
0.08 |
Spread %: |
4,000.00% |
Delta: |
0.26 |
Theta: |
-0.58 |
Omega: |
12.62 |
Rho: |
0.04 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.002 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-66.67% |
1 Month |
|
|
-91.67% |
3 Months |
|
|
-99.64% |
YTD |
|
|
-99.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.004 |
0.002 |
1M High / 1M Low: |
0.021 |
0.002 |
6M High / 6M Low: |
0.380 |
0.002 |
High (YTD): |
2/6/2024 |
0.490 |
Low (YTD): |
9/3/2024 |
0.002 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.003 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.006 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.175 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
686.81% |
Volatility 6M: |
|
358.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |