JP Morgan Call 470 LOR 20.12.2024
/ DE000JB33WR3
JP Morgan Call 470 LOR 20.12.2024/ DE000JB33WR3 /
| 2024-07-26 8:54:27 AM |
Chg.-0.007 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-14.89% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
470.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
JB33WR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
470.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
-0.71 |
| Time value: |
0.13 |
| Break-even: |
483.00 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.08 |
| Spread %: |
140.74% |
| Delta: |
0.28 |
| Theta: |
-0.11 |
| Omega: |
8.46 |
| Rho: |
0.39 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.047 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.46% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
-78.95% |
| YTD |
|
|
-89.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.040 |
| 1M High / 1M Low: |
0.120 |
0.040 |
| 6M High / 6M Low: |
0.400 |
0.040 |
| High (YTD): |
2024-02-06 |
0.400 |
| Low (YTD): |
2024-07-26 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.208 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.14% |
| Volatility 6M: |
|
183.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
