JP Morgan Call 500 PH 15.11.2024
/ DE000JT11L77
JP Morgan Call 500 PH 15.11.2024/ DE000JT11L77 /
| 8/15/2024 8:32:15 AM |
Chg.+0.42 |
Bid10:29:26 AM |
Ask10:29:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.71EUR |
+5.07% |
8.70
Bid Size: 1,000 |
9.00
Ask Size: 1,000 |
Parker Hannifin Corp |
500.00 USD |
11/15/2024 |
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: |
11/15/2024 |
| Issue date: |
6/25/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.82 |
| Intrinsic value: |
7.12 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
7.12 |
| Time value: |
1.08 |
| Break-even: |
536.07 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.27 |
| Spread %: |
3.44% |
| Delta: |
0.85 |
| Theta: |
-0.14 |
| Omega: |
5.47 |
| Rho: |
0.92 |
Quote data
| Open: |
8.71 |
| High: |
8.71 |
| Low: |
8.71 |
| Previous Close: |
8.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.70% |
| 1 Month |
|
|
+38.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.38 |
7.94 |
| 1M High / 1M Low: |
8.38 |
4.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
