JP Morgan Call 465 LOR 20.09.2024
/ DE000JB8LBT5
JP Morgan Call 465 LOR 20.09.2024/ DE000JB8LBT5 /
7/2/2024 9:01:08 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.034EUR |
- |
- Bid Size: - |
- Ask Size: - |
L OREAL INH. E... |
465.00 - |
9/20/2024 |
Call |
Master data
WKN: |
JB8LBT |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
L OREAL INH. EO 0,2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
465.00 - |
Maturity: |
9/20/2024 |
Issue date: |
12/5/2023 |
Last trading day: |
7/2/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
100.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
-0.65 |
Time value: |
0.04 |
Break-even: |
469.00 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
1.44 |
Spread abs.: |
0.01 |
Spread %: |
33.33% |
Delta: |
0.15 |
Theta: |
-0.10 |
Omega: |
15.35 |
Rho: |
0.10 |
Quote data
Open: |
0.034 |
High: |
0.034 |
Low: |
0.034 |
Previous Close: |
0.051 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-75.71% |
3 Months |
|
|
-63.83% |
YTD |
|
|
-89.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.140 |
0.034 |
6M High / 6M Low: |
0.350 |
0.034 |
High (YTD): |
2/6/2024 |
0.350 |
Low (YTD): |
7/2/2024 |
0.034 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.094 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.169 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
304.16% |
Volatility 6M: |
|
223.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |