JP Morgan Call 515 PH 16.08.2024
/ DE000JB9XEE4
JP Morgan Call 515 PH 16.08.2024/ DE000JB9XEE4 /
| 7/31/2024 10:35:28 AM |
Chg.+0.51 |
Bid4:57:09 PM |
Ask4:57:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.70EUR |
+12.17% |
4.84
Bid Size: 7,500 |
4.92
Ask Size: 7,500 |
Parker Hannifin Corp |
515.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB9XEE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
515.00 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: |
11.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
3.35 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.22 |
| Parity: |
3.35 |
| Time value: |
1.08 |
| Break-even: |
520.46 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.20 |
| Spread %: |
4.73% |
| Delta: |
0.74 |
| Theta: |
-0.65 |
| Omega: |
8.52 |
| Rho: |
0.15 |
Quote data
| Open: |
4.70 |
| High: |
4.70 |
| Low: |
4.70 |
| Previous Close: |
4.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.63% |
| 1 Month |
|
|
+108.89% |
| 3 Months |
|
|
-27.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.75 |
2.96 |
| 1M High / 1M Low: |
5.33 |
1.73 |
| 6M High / 6M Low: |
7.64 |
1.73 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
337.62% |
| Volatility 6M: |
|
202.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
