JP Morgan Call 500 PAR 15.11.2024
/ DE000JT11L77
JP Morgan Call 500 PAR 15.11.2024/ DE000JT11L77 /
| 9/25/2024 8:37:33 AM |
Chg.- |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.65EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PARKER-HANNIFIN DL... |
500.00 - |
11/15/2024 |
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: |
11/15/2024 |
| Issue date: |
6/25/2024 |
| Last trading day: |
9/26/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.21 |
| Intrinsic value: |
9.08 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.23 |
| Parity: |
9.08 |
| Time value: |
2.57 |
| Break-even: |
616.50 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
-0.13 |
| Spread %: |
-1.10% |
| Delta: |
0.77 |
| Theta: |
-0.90 |
| Omega: |
3.93 |
| Rho: |
0.26 |
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 |
|
|
+11.91% |
| 3 Months |
|
|
+53.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
12.05 |
10.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
11.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
