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JP Morgan Call 440 LOR 20.09.2024/  DE000JB8LBL2  /

EUWAX
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:   -