JP Morgan Call 600 PAR 20.12.2024
/ DE000JK95FA4
JP Morgan Call 600 PAR 20.12.2024/ DE000JK95FA4 /
| 11/8/2024 10:20:30 AM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.20EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PARKER-HANNIFIN DL... |
600.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
JK95FA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PARKER-HANNIFIN DL-,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
5/16/2024 |
| Last trading day: |
11/8/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.48 |
| Intrinsic value: |
4.93 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.24 |
| Parity: |
4.93 |
| Time value: |
4.27 |
| Break-even: |
692.00 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
-0.13 |
| Spread %: |
-1.39% |
| Delta: |
0.67 |
| Theta: |
-0.79 |
| Omega: |
4.75 |
| Rho: |
0.37 |
Quote data
| Open: |
9.20 |
| High: |
9.20 |
| Low: |
9.20 |
| Previous Close: |
10.67 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+85.48% |
| 1 Month |
|
|
+69.74% |
| 3 Months |
|
|
+156.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.67 |
4.96 |
| 1M High / 1M Low: |
10.67 |
4.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
