JP Morgan Call 475 PH 16.08.2024
/ DE000JB9S846
JP Morgan Call 475 PH 16.08.2024/ DE000JB9S846 /
| 28/06/2024 10:28:53 |
Chg.+0.35 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.53EUR |
+8.37% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
475.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JB9S84 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
475.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.48 |
| Intrinsic value: |
2.88 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
2.88 |
| Time value: |
1.30 |
| Break-even: |
485.07 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.19 |
| Spread %: |
4.68% |
| Delta: |
0.72 |
| Theta: |
-0.24 |
| Omega: |
8.20 |
| Rho: |
0.40 |
Quote data
| Open: |
4.53 |
| High: |
4.53 |
| Low: |
4.53 |
| Previous Close: |
4.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.58% |
| 1 Month |
|
|
-21.08% |
| 3 Months |
|
|
-52.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.72 |
4.18 |
| 1M High / 1M Low: |
6.63 |
4.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
