JP Morgan Call 650 PH 20.12.2024
/ DE000JT5A6E9
JP Morgan Call 650 PH 20.12.2024/ DE000JT5A6E9 /
| 11/12/2024 8:54:51 AM |
Chg.+0.96 |
Bid6:41:15 PM |
Ask6:41:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.37EUR |
+17.74% |
5.88
Bid Size: 7,500 |
5.98
Ask Size: 7,500 |
Parker Hannifin Corp |
650.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JT5A6E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.94 |
| Intrinsic value: |
5.45 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
5.45 |
| Time value: |
0.88 |
| Break-even: |
672.88 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.28 |
| Spread %: |
4.65% |
| Delta: |
0.82 |
| Theta: |
-0.27 |
| Omega: |
8.63 |
| Rho: |
0.50 |
Quote data
| Open: |
6.37 |
| High: |
6.37 |
| Low: |
6.37 |
| Previous Close: |
5.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+174.57% |
| 1 Month |
|
|
+122.73% |
| 3 Months |
|
|
+242.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.52 |
2.32 |
| 1M High / 1M Low: |
6.52 |
2.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
379.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
