JP Morgan Call 670 PH 16.05.2025
/ DE000JV3DG08
JP Morgan Call 670 PH 16.05.2025/ DE000JV3DG08 /
| 11/12/2024 10:42:44 AM |
Chg.- |
Bid10:04:20 AM |
Ask10:04:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.84EUR |
- |
8.34
Bid Size: 500 |
8.84
Ask Size: 500 |
Parker Hannifin Corp |
670.00 USD |
5/16/2025 |
Call |
Master data
| WKN: |
JV3DG0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
670.00 USD |
| Maturity: |
5/16/2025 |
| Issue date: |
10/14/2024 |
| Last trading day: |
5/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.43 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
2.76 |
| Time value: |
6.04 |
| Break-even: |
719.08 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.50 |
| Spread %: |
6.02% |
| Delta: |
0.64 |
| Theta: |
-0.21 |
| Omega: |
4.77 |
| Rho: |
1.67 |
Quote data
| Open: |
8.84 |
| High: |
8.84 |
| Low: |
8.84 |
| Previous Close: |
8.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.35% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.96 |
6.58 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
