JP Morgan Call 430 HD 29.11.2024
/ DE000JV4WFP6
JP Morgan Call 430 HD 29.11.2024/ DE000JV4WFP6 /
| 2024-11-06 9:42:07 AM |
Chg.+0.230 |
Bid8:10:42 PM |
Ask8:10:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+62.16% |
0.180
Bid Size: 15,000 |
0.240
Ask Size: 15,000 |
Home Depot Inc |
430.00 USD |
2024-11-29 |
Call |
Master data
| WKN: |
JV4WFP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 USD |
| Maturity: |
2024-11-29 |
| Issue date: |
2024-11-04 |
| Last trading day: |
2024-11-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
65.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.18 |
| Parity: |
-2.74 |
| Time value: |
0.56 |
| Break-even: |
398.85 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
2.93 |
| Spread abs.: |
0.14 |
| Spread %: |
32.61% |
| Delta: |
0.26 |
| Theta: |
-0.27 |
| Omega: |
17.12 |
| Rho: |
0.06 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
