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: |
|
- |