JP Morgan Call 460 LOR 20.12.2024
/ DE000JB33WQ5
JP Morgan Call 460 LOR 20.12.2024/ DE000JB33WQ5 /
| 7/26/2024 8:54:27 AM |
Chg.-0.009 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
-15.00% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
460.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
JB33WQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
-0.61 |
| Time value: |
0.15 |
| Break-even: |
475.00 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.08 |
| Spread %: |
117.39% |
| Delta: |
0.31 |
| Theta: |
-0.11 |
| Omega: |
8.20 |
| Rho: |
0.43 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.051 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.80% |
| 1 Month |
|
|
-66.00% |
| 3 Months |
|
|
-77.83% |
| YTD |
|
|
-88.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.051 |
| 1M High / 1M Low: |
0.150 |
0.051 |
| 6M High / 6M Low: |
0.450 |
0.051 |
| High (YTD): |
2/6/2024 |
0.450 |
| Low (YTD): |
7/26/2024 |
0.051 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.245 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.84% |
| Volatility 6M: |
|
174.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
