JP Morgan Call 580 PH 20.12.2024
/ DE000JK93W25
JP Morgan Call 580 PH 20.12.2024/ DE000JK93W25 /
| 30/07/2024 10:16:41 |
Chg.-0.39 |
Bid14:03:22 |
Ask14:03:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.53EUR |
-9.95% |
3.49
Bid Size: 1,000 |
3.79
Ask Size: 1,000 |
Parker Hannifin Corp |
580.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK93W2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
580.00 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: |
14.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
-2.91 |
| Time value: |
3.46 |
| Break-even: |
570.65 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.28 |
| Spread %: |
8.72% |
| Delta: |
0.47 |
| Theta: |
-0.17 |
| Omega: |
6.84 |
| Rho: |
0.79 |
Quote data
| Open: |
3.53 |
| High: |
3.53 |
| Low: |
3.53 |
| Previous Close: |
3.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.62% |
| 1 Month |
|
|
+68.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.92 |
2.71 |
| 1M High / 1M Low: |
4.09 |
1.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
