JP Morgan Call 480 LOR 20.12.2024
/ DE000JB33WS1
JP Morgan Call 480 LOR 20.12.2024/ DE000JB33WS1 /
| 2024-07-26 8:54:27 AM |
Chg.-0.006 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.031EUR |
-16.22% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
480.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
JB33WS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
-0.81 |
| Time value: |
0.12 |
| Break-even: |
492.00 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.08 |
| Spread %: |
179.07% |
| Delta: |
0.25 |
| Theta: |
-0.11 |
| Omega: |
8.42 |
| Rho: |
0.36 |
Quote data
| Open: |
0.031 |
| High: |
0.031 |
| Low: |
0.031 |
| Previous Close: |
0.037 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.22% |
| 1 Month |
|
|
-67.71% |
| 3 Months |
|
|
-80.63% |
| YTD |
|
|
-90.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.061 |
0.031 |
| 1M High / 1M Low: |
0.096 |
0.031 |
| 6M High / 6M Low: |
0.350 |
0.031 |
| High (YTD): |
2024-02-06 |
0.350 |
| Low (YTD): |
2024-07-26 |
0.031 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.055 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.175 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.37% |
| Volatility 6M: |
|
184.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
