JP Morgan Call 530 PAR 15.11.2024
/ DE000JK8EES5
JP Morgan Call 530 PAR 15.11.2024/ DE000JK8EES5 /
| 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: |
|
- |
