JP Morgan Call 470 PAR 16.08.2024
/ DE000JB9S838
JP Morgan Call 470 PAR 16.08.2024/ DE000JB9S838 /
| 2024-07-15 10:37:12 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.90EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PARKER-HANNIFIN DL... |
470.00 - |
2024-08-16 |
Call |
Master data
| WKN: |
JB9S83 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PARKER-HANNIFIN DL-,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
470.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-07-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.07 |
| Intrinsic value: |
3.96 |
| Implied volatility: |
1.32 |
| Historic volatility: |
0.22 |
| Parity: |
3.96 |
| Time value: |
3.69 |
| Break-even: |
546.50 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
3.92 |
| Spread abs.: |
0.30 |
| Spread %: |
4.08% |
| Delta: |
0.67 |
| Theta: |
-1.63 |
| Omega: |
4.45 |
| Rho: |
0.12 |
Quote data
| Open: |
6.90 |
| High: |
6.90 |
| Low: |
6.90 |
| Previous Close: |
6.33 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+41.39% |
| 3 Months |
|
|
-28.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.90 |
4.13 |
| 6M High / 6M Low: |
10.78 |
4.13 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.16% |
| Volatility 6M: |
|
132.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
