JP Morgan Call 440 LOR 20.12.2024
/ DE000JB33WN2
JP Morgan Call 440 LOR 20.12.2024/ DE000JB33WN2 /
| 2024-07-26 8:54:26 AM |
Chg.-0.015 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.083EUR |
-15.31% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
440.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
JB33WN |
| 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: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
-0.41 |
| Time value: |
0.18 |
| Break-even: |
458.00 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.07 |
| Spread %: |
63.64% |
| Delta: |
0.37 |
| Theta: |
-0.11 |
| Omega: |
8.22 |
| Rho: |
0.52 |
Quote data
| Open: |
0.083 |
| High: |
0.083 |
| Low: |
0.083 |
| Previous Close: |
0.098 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.15% |
| 1 Month |
|
|
-62.27% |
| 3 Months |
|
|
-74.06% |
| YTD |
|
|
-84.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.083 |
| 1M High / 1M Low: |
0.220 |
0.083 |
| 6M High / 6M Low: |
0.560 |
0.083 |
| High (YTD): |
2024-02-06 |
0.560 |
| Low (YTD): |
2024-07-26 |
0.083 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.335 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.37% |
| Volatility 6M: |
|
157.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
