JP Morgan Call 630 PH 18.10.2024
/ DE000JT8ETS4
JP Morgan Call 630 PH 18.10.2024/ DE000JT8ETS4 /
| 09/10/2024 10:54:13 |
Chg.- |
Bid19:57:47 |
Ask19:57:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
- |
1.06
Bid Size: 10,000 |
1.13
Ask Size: 10,000 |
Parker Hannifin Corp |
630.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JT8ETS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
630.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
22/08/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.25 |
| Time value: |
1.12 |
| Break-even: |
589.50 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
1.39 |
| Spread abs.: |
0.18 |
| Spread %: |
15.38% |
| Delta: |
0.55 |
| Theta: |
-0.78 |
| Omega: |
23.17 |
| Rho: |
0.07 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.06% |
| 1 Month |
|
|
+42.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.01 |
| 1M High / 1M Low: |
1.96 |
0.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
