JP Morgan Call 500 PAR 16.08.2024
/ DE000JB9XEA2
JP Morgan Call 500 PAR 16.08.2024/ DE000JB9XEA2 /
| 2024-07-29 11:44:56 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.90EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PARKER-HANNIFIN DL... |
500.00 - |
2024-08-16 |
Call |
Master data
| WKN: |
JB9XEA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PARKER-HANNIFIN DL-,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-07-29 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
1.31 |
| Historic volatility: |
0.22 |
| Parity: |
0.70 |
| Time value: |
5.37 |
| Break-even: |
560.70 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
7.69 |
| Spread abs.: |
0.20 |
| Spread %: |
3.41% |
| Delta: |
0.58 |
| Theta: |
-1.68 |
| Omega: |
4.83 |
| Rho: |
0.11 |
Quote data
| Open: |
5.67 |
| High: |
5.90 |
| Low: |
5.67 |
| Previous Close: |
5.68 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.87% |
| 1 Month |
|
|
+96.67% |
| 3 Months |
|
|
-21.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.90 |
3.92 |
| 1M High / 1M Low: |
6.52 |
2.63 |
| 6M High / 6M Low: |
8.63 |
2.63 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.77% |
| Volatility 6M: |
|
177.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
