JP Morgan Call 500 LOR 20.12.2024/  DE000JB4FJ53  /

EUWAX
08/11/2024  10:50:23 Chg.0.000 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 500.00 - 20/12/2024 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: 20/12/2024
Issue date: 11/10/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 46.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.98
Historic volatility: 0.22
Parity: -1.65
Time value: 0.07
Break-even: 507.20
Moneyness: 0.67
Premium: 0.52
Premium p.a.: 39.47
Spread abs.: 0.07
Spread %: 3,500.00%
Delta: 0.15
Theta: -0.31
Omega: 6.81
Rho: 0.05
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -88.89%
3 Months
  -93.75%
YTD
  -99.62%
1 Year
  -99.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.009 0.001
6M High / 6M Low: 0.160 0.001
High (YTD): 08/02/2024 0.260
Low (YTD): 08/11/2024 0.001
52W High: 08/02/2024 0.260
52W Low: 08/11/2024 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.045
Avg. volume 6M:   0.000
Avg. price 1Y:   0.107
Avg. volume 1Y:   0.000
Volatility 1M:   638.59%
Volatility 6M:   315.73%
Volatility 1Y:   257.75%
Volatility 3Y:   -