JP Morgan Call 580 PH 20.12.2024
/ DE000JK93W25
JP Morgan Call 580 PH 20.12.2024/ DE000JK93W25 /
| 10/8/2024 10:13:46 AM |
Chg.-0.10 |
Bid7:50:15 AM |
Ask7:50:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.55EUR |
-1.50% |
6.40
Bid Size: 500 |
6.90
Ask Size: 500 |
Parker Hannifin Corp |
580.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.55 |
| Intrinsic value: |
4.53 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
4.53 |
| Time value: |
1.86 |
| Break-even: |
592.38 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.27 |
| Spread %: |
4.47% |
| Delta: |
0.74 |
| Theta: |
-0.23 |
| Omega: |
6.66 |
| Rho: |
0.72 |
Quote data
| Open: |
6.55 |
| High: |
6.55 |
| Low: |
6.55 |
| Previous Close: |
6.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.55% |
| 1 Month |
|
|
+51.97% |
| 3 Months |
|
|
+244.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.71 |
6.45 |
| 1M High / 1M Low: |
7.07 |
4.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
