JP Morgan Call 570 PH 20.12.2024
/ DE000JK93W17
JP Morgan Call 570 PH 20.12.2024/ DE000JK93W17 /
| 18/10/2024 10:17:35 |
Chg.+0.04 |
Bid10:49:20 |
Ask10:49:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.90EUR |
+0.51% |
7.91
Bid Size: 500 |
8.21
Ask Size: 500 |
Parker Hannifin Corp |
570.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK93W1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
570.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.02 |
| Intrinsic value: |
6.45 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
6.45 |
| Time value: |
1.10 |
| Break-even: |
601.89 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.28 |
| Spread %: |
3.81% |
| Delta: |
0.83 |
| Theta: |
-0.20 |
| Omega: |
6.47 |
| Rho: |
0.71 |
Quote data
| Open: |
7.90 |
| High: |
7.90 |
| Low: |
7.90 |
| Previous Close: |
7.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.48% |
| 1 Month |
|
|
+30.58% |
| 3 Months |
|
|
+80.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.29 |
7.35 |
| 1M High / 1M Low: |
8.29 |
6.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
