JP Morgan Call 550 PH 16.08.2024
/ DE000JB9XEM7
JP Morgan Call 550 PH 16.08.2024/ DE000JB9XEM7 /
29/07/2024 11:44:56 |
Chg.+0.11 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
2.52EUR |
+4.56% |
- Bid Size: - |
- Ask Size: - |
Parker Hannifin Corp |
550.00 USD |
16/08/2024 |
Call |
Master data
WKN: |
JB9XEM |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 USD |
Maturity: |
16/08/2024 |
Issue date: |
11/01/2024 |
Last trading day: |
15/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.29 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.51 |
Historic volatility: |
0.22 |
Parity: |
0.42 |
Time value: |
2.15 |
Break-even: |
532.48 |
Moneyness: |
1.01 |
Premium: |
0.04 |
Premium p.a.: |
1.30 |
Spread abs.: |
0.20 |
Spread %: |
8.44% |
Delta: |
0.56 |
Theta: |
-0.66 |
Omega: |
11.09 |
Rho: |
0.13 |
Quote data
Open: |
2.37 |
High: |
2.52 |
Low: |
2.37 |
Previous Close: |
2.41 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
+154.55% |
3 Months |
|
|
-44.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.52 |
1.28 |
1M High / 1M Low: |
3.02 |
0.67 |
6M High / 6M Low: |
5.59 |
0.67 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.07 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.59 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.09 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
508.83% |
Volatility 6M: |
|
279.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |