JP Morgan Call 540 PH 21.02.2025
/ DE000JT4H675
JP Morgan Call 540 PH 21.02.2025/ DE000JT4H675 /
| 09/10/2024 09:00:09 |
Chg.-0.19 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.22EUR |
-1.83% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
540.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JT4H67 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
23/07/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.07 |
| Intrinsic value: |
7.96 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
7.96 |
| Time value: |
1.91 |
| Break-even: |
590.67 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.46 |
| Spread %: |
4.84% |
| Delta: |
0.81 |
| Theta: |
-0.15 |
| Omega: |
4.72 |
| Rho: |
1.36 |
Quote data
| Open: |
10.22 |
| High: |
10.22 |
| Low: |
10.22 |
| Previous Close: |
10.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.09% |
| 1 Month |
|
|
+35.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.62 |
10.11 |
| 1M High / 1M Low: |
10.77 |
7.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
