JP Morgan Call 200 AVAV 20.12.2024
/ DE000JK8FRC8
JP Morgan Call 200 AVAV 20.12.202.../ DE000JK8FRC8 /
2024-07-29 12:32:48 PM |
Chg.+0.09 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.20EUR |
+8.11% |
- Bid Size: - |
- Ask Size: - |
AeroVironment Inc |
200.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
JK8FRC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AeroVironment Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-29 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.70 |
Historic volatility: |
0.44 |
Parity: |
-2.41 |
Time value: |
2.01 |
Break-even: |
204.37 |
Moneyness: |
0.87 |
Premium: |
0.28 |
Premium p.a.: |
0.85 |
Spread abs.: |
0.92 |
Spread %: |
84.75% |
Delta: |
0.47 |
Theta: |
-0.10 |
Omega: |
3.77 |
Rho: |
0.22 |
Quote data
Open: |
1.20 |
High: |
1.20 |
Low: |
1.20 |
Previous Close: |
1.11 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.45% |
1 Month |
|
|
-44.19% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.20 |
0.98 |
1M High / 1M Low: |
1.66 |
0.88 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.08 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.15 |
Avg. volume 1M: |
|
9.52 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
238.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |