JP Morgan Call 575 PAR 16.08.2024/  DE000JK0MAW5  /

EUWAX
2024-06-20  9:42:55 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.670EUR - -
Bid Size: -
-
Ask Size: -
PARKER-HANNIFIN DL... 575.00 - 2024-08-16 Call
 

Master data

WKN: JK0MAW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PARKER-HANNIFIN DL-,50
Type: Warrant
Option type: Call
Strike price: 575.00 -
Maturity: 2024-08-16
Issue date: 2024-01-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.23
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.21
Parity: -10.86
Time value: 0.86
Break-even: 583.60
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 6.36
Spread abs.: 0.20
Spread %: 30.30%
Delta: 0.18
Theta: -0.31
Omega: 9.89
Rho: 0.09
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.620
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -22.09%
3 Months
  -82.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.320 0.620
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.907
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   329.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -