JP Morgan Call 500 PAR 15.11.2024
/ DE000JT11L77
JP Morgan Call 500 PAR 15.11.2024/ DE000JT11L77 /
| 25/09/2024 08:37:33 |
Chg.- |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.65EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PARKER-HANNIFIN DL... |
500.00 - |
15/11/2024 |
Call |
Master data
| WKN: |
JT11L7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PARKER-HANNIFIN DL-,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 - |
| Maturity: |
15/11/2024 |
| Issue date: |
25/06/2024 |
| Last trading day: |
26/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.38 |
| Intrinsic value: |
7.16 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.24 |
| Parity: |
7.16 |
| Time value: |
4.49 |
| Break-even: |
616.50 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
-0.13 |
| Spread %: |
-1.10% |
| Delta: |
0.71 |
| Theta: |
-0.94 |
| Omega: |
3.51 |
| Rho: |
0.30 |
Quote data
| Open: |
11.65 |
| High: |
11.65 |
| Low: |
11.65 |
| Previous Close: |
11.33 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+36.10% |
| 3 Months |
|
|
+157.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
12.05 |
8.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
10.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
