JP Morgan Call 540 PH 20.12.2024
/ DE000JK97QY7
JP Morgan Call 540 PH 20.12.2024/ DE000JK97QY7 /
| 9/6/2024 11:29:49 AM |
Chg.-0.24 |
Bid9:44:31 PM |
Ask9:44:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.04EUR |
-3.82% |
6.06
Bid Size: 10,000 |
6.14
Ask Size: 10,000 |
Parker Hannifin Corp |
540.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK97QY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/20/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.81 |
| Intrinsic value: |
3.17 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
3.17 |
| Time value: |
2.69 |
| Break-even: |
544.59 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.27 |
| Spread %: |
4.83% |
| Delta: |
0.69 |
| Theta: |
-0.19 |
| Omega: |
6.06 |
| Rho: |
0.85 |
Quote data
| Open: |
6.04 |
| High: |
6.04 |
| Low: |
6.04 |
| Previous Close: |
6.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.03% |
| 1 Month |
|
|
+104.75% |
| 3 Months |
|
|
+40.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.73 |
6.14 |
| 1M High / 1M Low: |
7.73 |
4.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
