JP Morgan Call 595 PH 20.09.2024
/ DE000JT6B4Z7
JP Morgan Call 595 PH 20.09.2024/ DE000JT6B4Z7 /
| 05/09/2024 11:08:59 |
Chg.+0.050 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+6.17% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
595.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JT6B4Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
595.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
25/07/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
-1.63 |
| Time value: |
1.07 |
| Break-even: |
547.69 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
2.42 |
| Spread abs.: |
0.20 |
| Spread %: |
22.99% |
| Delta: |
0.38 |
| Theta: |
-0.56 |
| Omega: |
18.32 |
| Rho: |
0.08 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.42% |
| 1 Month |
|
|
+56.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
0.810 |
| 1M High / 1M Low: |
1.810 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.343 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
455.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
