JP Morgan Call 295 PANW 16.08.2024
/ DE000JK4NNY4
JP Morgan Call 295 PANW 16.08.202.../ DE000JK4NNY4 /
2024-07-26 12:30:12 PM |
Chg.+0.18 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.01EUR |
+6.36% |
- Bid Size: - |
- Ask Size: - |
Palo Alto Networks I... |
295.00 USD |
2024-08-16 |
Call |
Master data
WKN: |
JK4NNY |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Palo Alto Networks Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
295.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-03-05 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.19 |
Intrinsic value: |
2.93 |
Implied volatility: |
0.24 |
Historic volatility: |
0.42 |
Parity: |
2.93 |
Time value: |
0.07 |
Break-even: |
301.78 |
Moneyness: |
1.11 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
0.93% |
Delta: |
0.97 |
Theta: |
-0.05 |
Omega: |
9.73 |
Rho: |
0.14 |
Quote data
Open: |
3.01 |
High: |
3.01 |
Low: |
3.01 |
Previous Close: |
2.83 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.52% |
1 Month |
|
|
-21.00% |
3 Months |
|
|
+18.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.92 |
2.83 |
1M High / 1M Low: |
4.87 |
2.83 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.11 |
Avg. volume 1M: |
|
227.27 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |