JP Morgan Call 500 PH 16.08.2024
/ DE000JB9XEA2
JP Morgan Call 500 PH 16.08.2024/ DE000JB9XEA2 /
| 2024-06-27 12:51:32 PM |
Chg.-0.45 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.72EUR |
-14.20% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
500.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB9XEA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
0.25 |
| Time value: |
2.48 |
| Break-even: |
495.42 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.19 |
| Spread %: |
7.38% |
| Delta: |
0.56 |
| Theta: |
-0.27 |
| Omega: |
9.62 |
| Rho: |
0.32 |
Quote data
| Open: |
2.65 |
| High: |
2.72 |
| Low: |
2.65 |
| Previous Close: |
3.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.82% |
| 1 Month |
|
|
-46.98% |
| 3 Months |
|
|
-63.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.27 |
2.90 |
| 1M High / 1M Low: |
5.14 |
2.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
