JP Morgan Call 365 LOR 21.02.2025
/ DE000JV8JUZ2
JP Morgan Call 365 LOR 21.02.2025/ DE000JV8JUZ2 /
| 1/23/2025 9:58:41 AM |
Chg.+0.014 |
Bid2:07:07 PM |
Ask2:07:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
+28.00% |
0.079
Bid Size: 300,000 |
0.089
Ask Size: 300,000 |
L OREAL INH. E... |
365.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JV8JUZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/10/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
-0.15 |
| Time value: |
0.12 |
| Break-even: |
377.00 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
1.58 |
| Spread abs.: |
0.04 |
| Spread %: |
44.58% |
| Delta: |
0.40 |
| Theta: |
-0.31 |
| Omega: |
11.68 |
| Rho: |
0.10 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+28.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+4.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.054 |
0.046 |
| 1M High / 1M Low: |
0.061 |
0.026 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
0.054 |
| Low (YTD): |
1/15/2025 |
0.026 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
408.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |