JP Morgan Call 580 PH 16.08.2024
/ DE000JK1KMS0
JP Morgan Call 580 PH 16.08.2024/ DE000JK1KMS0 /
| 29/07/2024 11:48:55 |
Chg.- |
Bid13:17:15 |
Ask13:17:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
- |
0.91
Bid Size: 1,000 |
1.11
Ask Size: 1,000 |
Parker Hannifin Corp |
580.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JK1KMS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
580.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
24/01/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.22 |
| Parity: |
-2.91 |
| Time value: |
1.00 |
| Break-even: |
546.07 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
3.92 |
| Spread abs.: |
0.18 |
| Spread %: |
22.73% |
| Delta: |
0.32 |
| Theta: |
-0.55 |
| Omega: |
16.02 |
| Rho: |
0.07 |
Quote data
| Open: |
1.21 |
| High: |
1.22 |
| Low: |
1.21 |
| Previous Close: |
1.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.31% |
| 1 Month |
|
|
+248.57% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
0.50 |
| 1M High / 1M Low: |
1.57 |
0.23 |
| 6M High / 6M Low: |
4.12 |
0.23 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
691.28% |
| Volatility 6M: |
|
340.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
