JP Morgan Call 570 PH 20.12.2024
/ DE000JK93W17
JP Morgan Call 570 PH 20.12.2024/ DE000JK93W17 /
| 9/17/2024 10:16:16 AM |
Chg.+0.33 |
Bid10:49:03 AM |
Ask10:49:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.56EUR |
+6.31% |
5.51
Bid Size: 1,000 |
5.81
Ask Size: 1,000 |
Parker Hannifin Corp |
570.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.20 |
| Intrinsic value: |
2.41 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
2.41 |
| Time value: |
2.83 |
| Break-even: |
564.55 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.27 |
| Spread %: |
5.43% |
| Delta: |
0.66 |
| Theta: |
-0.21 |
| Omega: |
6.71 |
| Rho: |
0.77 |
Quote data
| Open: |
5.56 |
| High: |
5.56 |
| Low: |
5.56 |
| Previous Close: |
5.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.64% |
| 1 Month |
|
|
-0.18% |
| 3 Months |
|
|
+113.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.23 |
4.81 |
| 1M High / 1M Low: |
5.93 |
4.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
