JP Morgan Call 530 PAR 15.11.2024/  DE000JK8EES5  /

EUWAX
2024-07-30  8:45:42 AM Chg.-0.50 Bid2:48:25 PM Ask2:48:25 PM Underlying Strike price Expiration date Option type
5.18EUR -8.80% 5.23
Bid Size: 1,000
5.43
Ask Size: 1,000
PARKER-HANNIFIN DL... 530.00 - 2024-11-15 Call
 

Master data

WKN: JK8EES
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PARKER-HANNIFIN DL-,50
Type: Warrant
Option type: Call
Strike price: 530.00 -
Maturity: 2024-11-15
Issue date: 2024-04-23
Last trading day: 2024-11-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.25
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.22
Parity: -2.30
Time value: 5.48
Break-even: 584.80
Moneyness: 0.96
Premium: 0.15
Premium p.a.: 0.62
Spread abs.: 0.30
Spread %: 5.79%
Delta: 0.52
Theta: -0.31
Omega: 4.79
Rho: 0.61
 

Quote data

Open: 5.18
High: 5.18
Low: 5.18
Previous Close: 5.68
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.52%
1 Month  
+52.80%
3 Months
  -26.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.68 4.19
1M High / 1M Low: 6.02 2.88
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.08
Avg. volume 1W:   0.00
Avg. price 1M:   4.31
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -