JP Morgan Call 545 PH 16.08.2024
/ DE000JB9XEL9
JP Morgan Call 545 PH 16.08.2024/ DE000JB9XEL9 /
| 2024-07-31 10:35:29 AM |
Chg.+0.39 |
Bid4:53:47 PM |
Ask4:53:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.74EUR |
+16.60% |
2.79
Bid Size: 10,000 |
2.85
Ask Size: 10,000 |
Parker Hannifin Corp |
545.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB9XEL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
545.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.22 |
| Parity: |
0.57 |
| Time value: |
1.83 |
| Break-even: |
527.94 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.18 |
| Spread %: |
8.33% |
| Delta: |
0.57 |
| Theta: |
-0.66 |
| Omega: |
12.09 |
| Rho: |
0.12 |
Quote data
| Open: |
2.74 |
| High: |
2.74 |
| Low: |
2.74 |
| Previous Close: |
2.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.42% |
| 1 Month |
|
|
+142.48% |
| 3 Months |
|
|
-42.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.80 |
1.46 |
| 1M High / 1M Low: |
3.31 |
0.78 |
| 6M High / 6M Low: |
5.86 |
0.78 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
481.61% |
| Volatility 6M: |
|
268.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
