JP Morgan Call 500 PH 20.12.2024
/ DE000JT2HZ14
JP Morgan Call 500 PH 20.12.2024/ DE000JT2HZ14 /
9/6/2024 8:53:33 AM |
Chg.-0.12 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.69EUR |
-1.36% |
- Bid Size: - |
- Ask Size: - |
Parker Hannifin Corp |
500.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
6/25/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.30 |
Intrinsic value: |
6.43 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
6.43 |
Time value: |
1.54 |
Break-even: |
530.79 |
Moneyness: |
1.14 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.27 |
Spread %: |
3.51% |
Delta: |
0.81 |
Theta: |
-0.16 |
Omega: |
5.23 |
Rho: |
0.96 |
Quote data
Open: |
8.69 |
High: |
8.69 |
Low: |
8.69 |
Previous Close: |
8.81 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.70% |
1 Month |
|
|
+31.87% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.76 |
8.63 |
1M High / 1M Low: |
10.76 |
5.65 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
222.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |