JP Morgan Call 640 PAR 15.11.2024
/ DE000JT47H89
JP Morgan Call 640 PAR 15.11.2024/ DE000JT47H89 /
| 11/8/2024 10:09:26 AM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.02EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PARKER-HANNIFIN DL... |
640.00 - |
11/15/2024 |
Call |
Master data
| WKN: |
JT47H8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PARKER-HANNIFIN DL-,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 - |
| Maturity: |
11/15/2024 |
| Issue date: |
7/17/2024 |
| Last trading day: |
11/8/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.41 |
| Implied volatility: |
1.56 |
| Historic volatility: |
0.24 |
| Parity: |
2.41 |
| Time value: |
2.61 |
| Break-even: |
690.20 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.13 |
| Spread %: |
-2.52% |
| Delta: |
0.63 |
| Theta: |
-5.95 |
| Omega: |
8.34 |
| Rho: |
0.03 |
Quote data
| Open: |
5.02 |
| High: |
5.02 |
| Low: |
5.02 |
| Previous Close: |
6.55 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+248.61% |
| 1 Month |
|
|
+102.42% |
| 3 Months |
|
|
+215.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.55 |
1.44 |
| 1M High / 1M Low: |
6.55 |
1.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
620.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
