JP Morgan Call 500 PH 20.12.2024
/ DE000JT2HZ14
JP Morgan Call 500 PH 20.12.2024/ DE000JT2HZ14 /
| 2024-07-16 8:41:06 AM |
Chg.+0.30 |
Bid5:01:25 PM |
Ask5:01:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.08EUR |
+4.42% |
8.22
Bid Size: 10,000 |
8.32
Ask Size: 10,000 |
Parker Hannifin Corp |
500.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JT2HZ1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-25 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.74 |
| Intrinsic value: |
4.11 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
4.11 |
| Time value: |
3.29 |
| Break-even: |
532.79 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.30 |
| Spread %: |
4.23% |
| Delta: |
0.70 |
| Theta: |
-0.16 |
| Omega: |
4.76 |
| Rho: |
1.20 |
Quote data
| Open: |
7.08 |
| High: |
7.08 |
| Low: |
7.08 |
| Previous Close: |
6.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.76% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.78 |
4.91 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.72 |
| 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: |
|
- |
