JP Morgan Call 480 PAR 16.08.2024
/ DE000JB9XE69
JP Morgan Call 480 PAR 16.08.2024/ DE000JB9XE69 /
15/07/2024 10:37:24 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
6.09EUR |
- |
- Bid Size: - |
- Ask Size: - |
PARKER-HANNIFIN DL... |
480.00 - |
16/08/2024 |
Call |
Master data
WKN: |
JB9XE6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
PARKER-HANNIFIN DL-,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
480.00 - |
Maturity: |
16/08/2024 |
Issue date: |
11/01/2024 |
Last trading day: |
16/07/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.99 |
Intrinsic value: |
3.98 |
Implied volatility: |
3.10 |
Historic volatility: |
0.24 |
Parity: |
3.98 |
Time value: |
2.85 |
Break-even: |
548.30 |
Moneyness: |
1.08 |
Premium: |
0.05 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.30 |
Spread %: |
4.59% |
Delta: |
0.68 |
Theta: |
-10.72 |
Omega: |
5.16 |
Rho: |
0.02 |
Quote data
Open: |
6.09 |
High: |
6.09 |
Low: |
6.09 |
Previous Close: |
5.54 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+9.93% |
3 Months |
|
|
-25.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
6.09 |
6.09 |
6M High / 6M Low: |
10.04 |
3.49 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
6.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.06 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
128.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |