JP Morgan Call 180 AVAV 16.08.2024
/ DE000JK72Z35
JP Morgan Call 180 AVAV 16.08.202.../ DE000JK72Z35 /
| 7/24/2024 12:32:50 PM |
Chg.- |
Bid8:26:08 AM |
Ask8:26:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
- |
0.300
Bid Size: 1,000 |
0.800
Ask Size: 1,000 |
AeroVironment Inc |
180.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JK72Z3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.44 |
| Parity: |
-0.89 |
| Time value: |
0.74 |
| Break-even: |
173.46 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
4.15 |
| Spread abs.: |
0.46 |
| Spread %: |
166.67% |
| Delta: |
0.41 |
| Theta: |
-0.25 |
| Omega: |
8.79 |
| Rho: |
0.03 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
-86.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.180 |
| 1M High / 1M Low: |
2.020 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.542 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
613.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
