JP Morgan Call 21 HPE 01.11.2024
/ DE000JV2Y9M7
JP Morgan Call 21 HPE 01.11.2024/ DE000JV2Y9M7 /
| 18/10/2024 11:31:19 |
Chg.-0.090 |
Bid19:08:31 |
Ask19:08:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-11.25% |
0.520
Bid Size: 7,500 |
0.720
Ask Size: 7,500 |
Hewlett Packard Ente... |
21.00 USD |
01/11/2024 |
Call |
Master data
| WKN: |
JV2Y9M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 USD |
| Maturity: |
01/11/2024 |
| Issue date: |
14/10/2024 |
| Last trading day: |
31/10/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.33 |
| Parity: |
-0.06 |
| Time value: |
1.00 |
| Break-even: |
20.39 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
3.00 |
| Spread abs.: |
0.30 |
| Spread %: |
42.86% |
| Delta: |
0.52 |
| Theta: |
-0.04 |
| Omega: |
10.08 |
| Rho: |
0.00 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| 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: |
|
- |
