JP Morgan Call 540 PH 20.09.2024
/ DE000JT480V9
JP Morgan Call 540 PH 20.09.2024/ DE000JT480V9 /
| 2024-07-31 1:47:15 PM |
Chg.+0.46 |
Bid5:00:30 PM |
Ask5:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.81EUR |
+13.73% |
4.04
Bid Size: 10,000 |
4.11
Ask Size: 10,000 |
Parker Hannifin Corp |
540.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JT480V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-07-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
1.04 |
| Time value: |
2.68 |
| Break-even: |
536.48 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.20 |
| Spread %: |
5.68% |
| Delta: |
0.60 |
| Theta: |
-0.32 |
| Omega: |
8.17 |
| Rho: |
0.37 |
Quote data
| Open: |
3.81 |
| High: |
3.81 |
| Low: |
3.81 |
| Previous Close: |
3.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.11% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.93 |
2.50 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
