JP Morgan Call 555 PH 15.11.2024
/ DE000JK7HSH3
JP Morgan Call 555 PH 15.11.2024/ DE000JK7HSH3 /
| 2024-07-29 11:37:04 AM |
Chg.- |
Bid11:55:38 AM |
Ask11:55:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.49EUR |
- |
4.06
Bid Size: 500 |
4.36
Ask Size: 500 |
Parker Hannifin Corp |
555.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK7HSH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
555.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
-0.60 |
| Time value: |
3.92 |
| Break-even: |
552.17 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.28 |
| Spread %: |
7.61% |
| Delta: |
0.54 |
| Theta: |
-0.21 |
| Omega: |
6.94 |
| Rho: |
0.69 |
Quote data
| Open: |
4.48 |
| High: |
4.49 |
| Low: |
4.48 |
| Previous Close: |
4.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.78% |
| 1 Month |
|
|
+97.80% |
| 3 Months |
|
|
-21.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.49 |
3.16 |
| 1M High / 1M Low: |
4.77 |
2.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
