JP Morgan Call 560 PH 20.12.2024
/ DE000JK93W09
JP Morgan Call 560 PH 20.12.2024/ DE000JK93W09 /
| 2024-07-30 10:16:39 AM |
Chg.-0.40 |
Bid11:49:59 AM |
Ask11:49:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.38EUR |
-8.37% |
4.39
Bid Size: 500 |
4.69
Ask Size: 500 |
Parker Hannifin Corp |
560.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK93W0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
-1.06 |
| Time value: |
4.22 |
| Break-even: |
559.84 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.28 |
| Spread %: |
7.03% |
| Delta: |
0.53 |
| Theta: |
-0.18 |
| Omega: |
6.38 |
| Rho: |
0.89 |
Quote data
| Open: |
4.38 |
| High: |
4.38 |
| Low: |
4.38 |
| Previous Close: |
4.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.10% |
| 1 Month |
|
|
+61.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.78 |
3.43 |
| 1M High / 1M Low: |
5.01 |
2.27 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
