JP Morgan Call 485 LOR 20.12.2024/  DE000JK44039  /

EUWAX
8/7/2024  12:15:51 PM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.024EUR - -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 485.00 - 12/20/2024 Call
 

Master data

WKN: JK4403
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 485.00 -
Maturity: 12/20/2024
Issue date: 3/7/2024
Last trading day: 8/8/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 36.05
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.19
Parity: -0.88
Time value: 0.11
Break-even: 496.00
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 1.11
Spread abs.: 0.09
Spread %: 400.00%
Delta: 0.23
Theta: -0.13
Omega: 8.41
Rho: 0.24
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.024
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+14.29%
3 Months
  -86.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.024 0.021
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -