JP Morgan Call 500 PH 15.11.2024
/ DE000JT11L77
JP Morgan Call 500 PH 15.11.2024/ DE000JT11L77 /
| 16/07/2024 08:36:57 |
Chg.+0.29 |
Bid19:44:04 |
Ask19:44:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.59EUR |
+4.60% |
7.96
Bid Size: 7,500 |
8.06
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: |
7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.38 |
| Intrinsic value: |
4.11 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
4.11 |
| Time value: |
2.25 |
| Break-even: |
522.38 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.28 |
| Spread %: |
4.52% |
| Delta: |
0.73 |
| Theta: |
-0.16 |
| Omega: |
5.75 |
| Rho: |
1.01 |
Quote data
| Open: |
6.59 |
| High: |
6.59 |
| Low: |
6.59 |
| Previous Close: |
6.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.47% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.30 |
4.45 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
