JP Morgan Call 465 LOR 20.09.2024
/ DE000JB8LBT5
JP Morgan Call 465 LOR 20.09.2024/ DE000JB8LBT5 /
| 6/28/2024 9:03:12 AM |
Chg.-0.049 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.045EUR |
-52.13% |
-
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: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
37.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
-0.55 |
| Time value: |
0.11 |
| Break-even: |
476.00 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.07 |
| Spread %: |
150.00% |
| Delta: |
0.28 |
| Theta: |
-0.15 |
| Omega: |
10.27 |
| Rho: |
0.23 |
Quote data
| Open: |
0.045 |
| High: |
0.045 |
| Low: |
0.045 |
| Previous Close: |
0.094 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.09% |
| 1 Month |
|
|
-65.38% |
| 3 Months |
|
|
-71.88% |
| YTD |
|
|
-86.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.045 |
| 1M High / 1M Low: |
0.190 |
0.045 |
| 6M High / 6M Low: |
0.350 |
0.045 |
| High (YTD): |
2/6/2024 |
0.350 |
| Low (YTD): |
6/28/2024 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.177 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.63% |
| Volatility 6M: |
|
216.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
