JP Morgan Call 210 LHX 15.11.2024
/ DE000JK8RRT7
JP Morgan Call 210 LHX 15.11.2024/ DE000JK8RRT7 /
| 9/11/2024 8:47:23 AM |
Chg.-0.12 |
Bid2:31:16 PM |
Ask2:31:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
-4.96% |
2.34
Bid Size: 500 |
3.04
Ask Size: 500 |
L3Harris Technologie... |
210.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK8RRT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L3Harris Technologies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
5/7/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.19 |
| Parity: |
1.62 |
| Time value: |
1.14 |
| Break-even: |
218.23 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.64 |
| Spread %: |
29.79% |
| Delta: |
0.69 |
| Theta: |
-0.14 |
| Omega: |
5.18 |
| Rho: |
0.21 |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
2.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.44% |
| 1 Month |
|
|
-13.86% |
| 3 Months |
|
|
-12.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.85 |
2.33 |
| 1M High / 1M Low: |
2.91 |
2.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
