JP Morgan Call 500 PH 20.12.2024
/ DE000JT2HZ14
JP Morgan Call 500 PH 20.12.2024/ DE000JT2HZ14 /
| 17/09/2024 08:46:09 |
Chg.+0.39 |
Bid21:33:22 |
Ask21:33:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.11EUR |
+4.01% |
10.72
Bid Size: 7,500 |
10.82
Ask Size: 7,500 |
Parker Hannifin Corp |
500.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
25/06/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.25 |
| Intrinsic value: |
8.70 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
8.70 |
| Time value: |
0.65 |
| Break-even: |
542.71 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.27 |
| Spread %: |
2.97% |
| Delta: |
0.93 |
| Theta: |
-0.09 |
| Omega: |
5.31 |
| Rho: |
1.04 |
Quote data
| Open: |
10.11 |
| High: |
10.11 |
| Low: |
10.11 |
| Previous Close: |
9.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.10% |
| 1 Month |
|
|
+0.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.72 |
9.04 |
| 1M High / 1M Low: |
10.76 |
8.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
