JP Morgan Call 19.5 HPE 27.09.2024
/ DE000JT87AD7
JP Morgan Call 19.5 HPE 27.09.202.../ DE000JT87AD7 /
| 9/5/2024 8:10:29 AM |
Chg.- |
Bid8:09:15 AM |
Ask8:09:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
- |
0.200
Bid Size: 10,000 |
0.210
Ask Size: 10,000 |
Hewlett Packard Ente... |
19.50 USD |
9/27/2024 |
Call |
Master data
| WKN: |
JT87AD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.50 USD |
| Maturity: |
9/27/2024 |
| Issue date: |
9/3/2024 |
| Last trading day: |
9/26/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.30 |
| Parity: |
-0.66 |
| Time value: |
0.82 |
| Break-even: |
18.42 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
3.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.44 |
| Theta: |
-0.03 |
| Omega: |
9.13 |
| Rho: |
0.00 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
