JP Morgan Call 240 HII 20.12.2024
/ DE000JT42BT6
JP Morgan Call 240 HII 20.12.2024/ DE000JT42BT6 /
| 10/18/2024 10:57:51 AM |
Chg.+0.10 |
Bid10:57:57 AM |
Ask10:57:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
+3.97% |
2.63
Bid Size: 500 |
3.33
Ask Size: 500 |
Huntington Ingalls I... |
240.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JT42BT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Huntington Ingalls Industries Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.20 |
| Parity: |
2.02 |
| Time value: |
1.29 |
| Break-even: |
254.72 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.70 |
| Spread %: |
26.82% |
| Delta: |
0.70 |
| Theta: |
-0.16 |
| Omega: |
5.12 |
| Rho: |
0.24 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.06% |
| 1 Month |
|
|
-13.82% |
| 3 Months |
|
|
-26.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.56 |
2.03 |
| 1M High / 1M Low: |
3.43 |
2.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
