JP Morgan Call 580 PH 21.02.2025
/ DE000JT4WC77
JP Morgan Call 580 PH 21.02.2025/ DE000JT4WC77 /
| 2024-11-12 10:39:12 AM |
Chg.+0.89 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.41EUR |
+7.11% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
580.00 USD |
2025-02-21 |
Call |
Master data
| WKN: |
JT4WC7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
580.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-07-18 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.63 |
| Intrinsic value: |
12.02 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
12.02 |
| Time value: |
1.06 |
| Break-even: |
674.66 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.47 |
| Spread %: |
3.72% |
| Delta: |
0.90 |
| Theta: |
-0.14 |
| Omega: |
4.57 |
| Rho: |
1.29 |
Quote data
| Open: |
13.41 |
| High: |
13.41 |
| Low: |
13.41 |
| Previous Close: |
12.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.10% |
| 1 Month |
|
|
+68.89% |
| 3 Months |
|
|
+159.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.38 |
7.93 |
| 1M High / 1M Low: |
13.38 |
6.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
