JP Morgan Call 170 AVAV 16.08.2024
/ DE000JK72Z19
JP Morgan Call 170 AVAV 16.08.202.../ DE000JK72Z19 /
| 25/07/2024 12:19:24 |
Chg.0.000 |
Bid12:28:50 |
Ask12:28:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
0.00% |
0.650
Bid Size: 1,000 |
0.950
Ask Size: 1,000 |
AeroVironment Inc |
170.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JK72Z1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
29/04/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.44 |
| Parity: |
0.03 |
| Time value: |
0.86 |
| Break-even: |
165.71 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.28 |
| Spread %: |
45.45% |
| Delta: |
0.54 |
| Theta: |
-0.20 |
| Omega: |
9.56 |
| Rho: |
0.05 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
-75.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.430 |
| 1M High / 1M Low: |
2.620 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.944 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
512.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
