JP Morgan Call 500 PH 15.11.2024
/ DE000JT11L77
JP Morgan Call 500 PH 15.11.2024/ DE000JT11L77 /
| 17/09/2024 08:34:41 |
Chg.+0.39 |
Bid16:39:24 |
Ask16:39:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.67EUR |
+4.20% |
10.15
Bid Size: 7,500 |
10.25
Ask Size: 7,500 |
Parker Hannifin Corp |
500.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JT11L7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
25/06/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.99 |
| Intrinsic value: |
8.70 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.24 |
| Parity: |
8.70 |
| Time value: |
0.26 |
| Break-even: |
538.85 |
| Moneyness: |
1.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.27 |
| Spread %: |
3.10% |
| Delta: |
0.99 |
| Theta: |
-0.05 |
| Omega: |
5.92 |
| Rho: |
0.71 |
Quote data
| Open: |
9.67 |
| High: |
9.67 |
| Low: |
9.67 |
| Previous Close: |
9.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.44% |
| 1 Month |
|
|
+0.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.28 |
8.50 |
| 1M High / 1M Low: |
10.36 |
8.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
