JP Morgan Call 190 AVAV 20.09.2024
/ DE000JT1RUG4
JP Morgan Call 190 AVAV 20.09.202.../ DE000JT1RUG4 /
| 8/29/2024 8:37:52 AM |
Chg.+0.09 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
+6.87% |
-
Bid Size: - |
-
Ask Size: - |
AeroVironment Inc |
190.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JT1RUG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
6/25/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.44 |
| Parity: |
0.35 |
| Time value: |
1.15 |
| Break-even: |
185.72 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
1.87 |
| Spread abs.: |
0.27 |
| Spread %: |
22.06% |
| Delta: |
0.58 |
| Theta: |
-0.30 |
| Omega: |
6.82 |
| Rho: |
0.05 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.84% |
| 1 Month |
|
|
+91.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
0.62 |
| 1M High / 1M Low: |
1.31 |
0.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
517.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
