JP Morgan Call 535 PH 19.07.2024
/ DE000JT0F826
JP Morgan Call 535 PH 19.07.2024/ DE000JT0F826 /
| 7/16/2024 8:17:22 AM |
Chg.+0.19 |
Bid9:39:31 PM |
Ask9:39:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+18.45% |
2.94
Bid Size: 2,000 |
-
Ask Size: - |
Parker Hannifin Corp |
535.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
JT0F82 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
535.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
5/28/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.21 |
| Parity: |
0.89 |
| Time value: |
0.60 |
| Break-even: |
505.80 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
3.23 |
| Spread abs.: |
0.20 |
| Spread %: |
15.50% |
| Delta: |
0.65 |
| Theta: |
-1.54 |
| Omega: |
21.97 |
| Rho: |
0.03 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+510.00% |
| 1 Month |
|
|
-26.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
0.14 |
| 1M High / 1M Low: |
1.03 |
0.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
992.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
