JP Morgan Call 575 PH 15.11.2024
/ DE000JK7HSQ4
JP Morgan Call 575 PH 15.11.2024/ DE000JK7HSQ4 /
10/8/2024 11:50:17 AM |
Chg.- |
Bid8:08:25 AM |
Ask8:08:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
6.26EUR |
- |
6.01 Bid Size: 500 |
6.31 Ask Size: 500 |
Parker Hannifin Corp |
575.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
JK7HSQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
575.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
4/12/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.40 |
Intrinsic value: |
4.99 |
Implied volatility: |
0.38 |
Historic volatility: |
0.24 |
Parity: |
4.99 |
Time value: |
1.04 |
Break-even: |
584.18 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.27 |
Spread %: |
4.75% |
Delta: |
0.80 |
Theta: |
-0.30 |
Omega: |
7.58 |
Rho: |
0.41 |
Quote data
Open: |
6.26 |
High: |
6.26 |
Low: |
6.26 |
Previous Close: |
6.21 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.64% |
1 Month |
|
|
+61.34% |
3 Months |
|
|
+281.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.26 |
6.10 |
1M High / 1M Low: |
6.58 |
3.81 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.20 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.45 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |