JP Morgan Call 480 NOC 20.12.2024
/ DE000JK51HT3
JP Morgan Call 480 NOC 20.12.2024/ DE000JK51HT3 /
8/30/2024 8:46:06 AM |
Chg.+0.030 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
+6.98% |
0.490 Bid Size: 7,500 |
0.510 Ask Size: 7,500 |
Northrop Grumman Cor... |
480.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
JK51HT |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Northrop Grumman Corp Holding Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
480.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
4/16/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.39 |
Implied volatility: |
0.23 |
Historic volatility: |
0.19 |
Parity: |
0.39 |
Time value: |
0.12 |
Break-even: |
485.50 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
4.08% |
Delta: |
0.80 |
Theta: |
-0.11 |
Omega: |
7.41 |
Rho: |
0.99 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.20% |
1 Month |
|
|
+64.29% |
3 Months |
|
|
+187.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.400 |
1M High / 1M Low: |
0.460 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.422 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.377 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |