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: |
|
- |