JP Morgan Call 270 HII 20.12.2024
/ DE000JK7YEV9
JP Morgan Call 270 HII 20.12.2024/ DE000JK7YEV9 /
8/14/2024 12:44:56 PM |
Chg.-0.24 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.46EUR |
-14.12% |
- Bid Size: - |
- Ask Size: - |
Huntington Ingalls I... |
270.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
JK7YEV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Huntington Ingalls Industries Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
270.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
4/29/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.21 |
Parity: |
-0.66 |
Time value: |
2.47 |
Break-even: |
270.24 |
Moneyness: |
0.97 |
Premium: |
0.13 |
Premium p.a.: |
0.42 |
Spread abs.: |
1.00 |
Spread %: |
68.03% |
Delta: |
0.53 |
Theta: |
-0.11 |
Omega: |
5.17 |
Rho: |
0.36 |
Quote data
Open: |
1.46 |
High: |
1.46 |
Low: |
1.46 |
Previous Close: |
1.70 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.68% |
1 Month |
|
|
+25.86% |
3 Months |
|
|
-2.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.70 |
1.18 |
1M High / 1M Low: |
2.96 |
1.18 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
244.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |