JP Morgan Call 660 PAR 15.11.2024/  DE000JK691L1  /

EUWAX
6/20/2024  11:52:22 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.510EUR - -
Bid Size: -
-
Ask Size: -
PARKER-HANNIFIN DL... 660.00 - 11/15/2024 Call
 

Master data

WKN: JK691L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PARKER-HANNIFIN DL-,50
Type: Warrant
Option type: Call
Strike price: 660.00 -
Maturity: 11/15/2024
Issue date: 4/12/2024
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 59.03
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.21
Parity: -19.36
Time value: 0.79
Break-even: 667.90
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 1.70
Spread abs.: 0.30
Spread %: 61.22%
Delta: 0.14
Theta: -0.11
Omega: 8.12
Rho: 0.20
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.480
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -5.56%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.800 0.470
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.593
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   259.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -