JP Morgan Call 505 PH 16.08.2024
/ DE000JB9XEB0
JP Morgan Call 505 PH 16.08.2024/ DE000JB9XEB0 /
| 7/30/2024 10:37:02 AM |
Chg.-0.58 |
Bid7:09:41 PM |
Ask7:09:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.92EUR |
-10.55% |
4.75
Bid Size: 7,500 |
4.83
Ask Size: 7,500 |
Parker Hannifin Corp |
505.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB9XEB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
505.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
1/11/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.14 |
| Intrinsic value: |
4.02 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.22 |
| Parity: |
4.02 |
| Time value: |
1.02 |
| Break-even: |
517.16 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.30 |
| Spread %: |
6.33% |
| Delta: |
0.77 |
| Theta: |
-0.61 |
| Omega: |
7.71 |
| Rho: |
0.16 |
Quote data
| Open: |
4.92 |
| High: |
4.92 |
| Low: |
4.92 |
| Previous Close: |
5.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.40% |
| 1 Month |
|
|
+79.56% |
| 3 Months |
|
|
-31.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.50 |
3.58 |
| 1M High / 1M Low: |
6.12 |
2.41 |
| 6M High / 6M Low: |
8.29 |
2.41 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.28% |
| Volatility 6M: |
|
182.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
