JP Morgan Call 500 LOR 20.12.2024
/ DE000JB4FJ53
JP Morgan Call 500 LOR 20.12.2024/ DE000JB4FJ53 /
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: |
|
- |