JP Morgan Call 475 PH 16.08.2024
/ DE000JB9S846
JP Morgan Call 475 PH 16.08.2024/ DE000JB9S846 /
| 7/15/2024 10:37:12 AM |
Chg.+0.57 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.50EUR |
+9.61% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
475.00 USD |
8/16/2024 |
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: |
8/16/2024 |
| Issue date: |
1/11/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.94 |
| Intrinsic value: |
5.78 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
5.78 |
| Time value: |
0.35 |
| Break-even: |
497.63 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.28 |
| Spread %: |
4.71% |
| Delta: |
0.91 |
| Theta: |
-0.16 |
| Omega: |
7.34 |
| Rho: |
0.34 |
Quote data
| Open: |
6.50 |
| High: |
6.50 |
| Low: |
6.50 |
| Previous Close: |
5.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.87% |
| 1 Month |
|
|
+6.04% |
| 3 Months |
|
|
-24.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.50 |
4.21 |
| 1M High / 1M Low: |
6.50 |
3.80 |
| 6M High / 6M Low: |
10.41 |
3.80 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.18% |
| Volatility 6M: |
|
134.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
