JP Morgan Call 660 PH 20.12.2024
/ DE000JK95FG1
JP Morgan Call 660 PH 20.12.2024/ DE000JK95FG1 /
| 9/17/2024 10:16:35 AM |
Chg.+0.17 |
Bid11:43:34 AM |
Ask11:43:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
+10.37% |
1.82
Bid Size: 500 |
2.12
Ask Size: 500 |
Parker Hannifin Corp |
660.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK95FG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
660.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-5.68 |
| Time value: |
1.88 |
| Break-even: |
611.81 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.27 |
| Spread %: |
16.76% |
| Delta: |
0.33 |
| Theta: |
-0.20 |
| Omega: |
9.47 |
| Rho: |
0.41 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.30% |
| 1 Month |
|
|
-3.21% |
| 3 Months |
|
|
+141.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.44 |
| 1M High / 1M Low: |
1.89 |
1.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
