JP Morgan Call 230 LHX 20.12.2024
/ DE000JK8JN35
JP Morgan Call 230 LHX 20.12.2024/ DE000JK8JN35 /
9/11/2024 9:39:02 AM |
Chg.-0.11 |
Bid2:31:16 PM |
Ask2:31:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.51EUR |
-6.79% |
1.53 Bid Size: 500 |
2.23 Ask Size: 500 |
L3Harris Technologie... |
230.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
JK8JN3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
L3Harris Technologies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/2/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.19 |
Parity: |
-0.19 |
Time value: |
2.24 |
Break-even: |
231.11 |
Moneyness: |
0.99 |
Premium: |
0.12 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.70 |
Spread %: |
45.45% |
Delta: |
0.55 |
Theta: |
-0.12 |
Omega: |
5.12 |
Rho: |
0.25 |
Quote data
Open: |
1.51 |
High: |
1.51 |
Low: |
1.51 |
Previous Close: |
1.62 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.82% |
1 Month |
|
|
-23.74% |
3 Months |
|
|
-20.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.97 |
1.58 |
1M High / 1M Low: |
1.97 |
1.58 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |