JP Morgan Call 610 PH 16.08.2024
/ DE000JT47L18
JP Morgan Call 610 PH 16.08.2024/ DE000JT47L18 /
| 31/07/2024 15:58:38 |
Chg.+0.110 |
Bid16:56:55 |
Ask16:56:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+32.35% |
0.460
Bid Size: 7,500 |
0.550
Ask Size: 7,500 |
Parker Hannifin Corp |
610.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JT47L1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
610.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
18/07/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
83.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.22 |
| Parity: |
-5.44 |
| Time value: |
0.61 |
| Break-even: |
570.10 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
11.90 |
| Spread abs.: |
0.28 |
| Spread %: |
83.33% |
| Delta: |
0.20 |
| Theta: |
-0.51 |
| Omega: |
16.84 |
| Rho: |
0.04 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.17% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.160 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
