JP Morgan Call 540 PH 15.11.2024
/ DE000JK7SKM7
JP Morgan Call 540 PH 15.11.2024/ DE000JK7SKM7 /
10/9/2024 12:39:44 PM |
Chg.-0.10 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.61EUR |
-1.15% |
- Bid Size: - |
- Ask Size: - |
Parker Hannifin Corp |
540.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
JK7SKM |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
540.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
4/19/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.16 |
Intrinsic value: |
7.96 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
7.96 |
Time value: |
0.30 |
Break-even: |
574.55 |
Moneyness: |
1.16 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.27 |
Spread %: |
3.42% |
Delta: |
0.95 |
Theta: |
-0.12 |
Omega: |
6.55 |
Rho: |
0.46 |
Quote data
Open: |
8.61 |
High: |
8.61 |
Low: |
8.61 |
Previous Close: |
8.71 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.92% |
1 Month |
|
|
+46.68% |
3 Months |
|
|
+221.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.19 |
8.61 |
1M High / 1M Low: |
9.19 |
5.80 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.87 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
74.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |