JP Morgan Call 500 LOR 20.12.2024
/ DE000JB4FJ53
JP Morgan Call 500 LOR 20.12.2024/ DE000JB4FJ53 /
| 9/4/2024 10:07:50 AM |
Chg.0.000 |
Bid12:15:17 PM |
Ask12:15:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
0.00% |
0.012
Bid Size: 100,000 |
0.022
Ask Size: 100,000 |
L OREAL INH. E... |
500.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
JB4FJ5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
43.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.19 |
| Parity: |
-1.03 |
| Time value: |
0.09 |
| Break-even: |
509.10 |
| Moneyness: |
0.80 |
| Premium: |
0.28 |
| Premium p.a.: |
1.33 |
| Spread abs.: |
0.08 |
| Spread %: |
727.27% |
| Delta: |
0.20 |
| Theta: |
-0.13 |
| Omega: |
8.71 |
| Rho: |
0.21 |
Quote data
| Open: |
0.012 |
| High: |
0.012 |
| Low: |
0.012 |
| Previous Close: |
0.012 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-90.77% |
| YTD |
|
|
-95.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.012 |
0.010 |
| 1M High / 1M Low: |
0.019 |
0.010 |
| 6M High / 6M Low: |
0.190 |
0.010 |
| High (YTD): |
2/8/2024 |
0.260 |
| Low (YTD): |
8/28/2024 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.011 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.087 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.26% |
| Volatility 6M: |
|
203.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
