JP Morgan Call 535 PH 16.08.2024
/ DE000JB9XEJ3
JP Morgan Call 535 PH 16.08.2024/ DE000JB9XEJ3 /
| 2024-07-29 11:44:56 AM |
Chg.- |
Bid8:56:23 AM |
Ask8:56:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.39EUR |
- |
2.79
Bid Size: 500 |
2.99
Ask Size: 500 |
Parker Hannifin Corp |
535.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB9XEJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
535.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
1.81 |
| Time value: |
1.33 |
| Break-even: |
524.29 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.18 |
| Spread %: |
6.25% |
| Delta: |
0.66 |
| Theta: |
-0.56 |
| Omega: |
10.81 |
| Rho: |
0.15 |
Quote data
| Open: |
3.21 |
| High: |
3.39 |
| Low: |
3.21 |
| Previous Close: |
3.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.14% |
| 1 Month |
|
|
+133.79% |
| 3 Months |
|
|
-36.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.39 |
1.89 |
| 1M High / 1M Low: |
3.93 |
1.04 |
| 6M High / 6M Low: |
6.43 |
1.04 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
429.56% |
| Volatility 6M: |
|
244.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
