JP Morgan Call 680 PH 20.12.2024
/ DE000JT8CM83
JP Morgan Call 680 PH 20.12.2024/ DE000JT8CM83 /
| 2024-11-12 11:19:56 AM |
Chg.- |
Bid8:10:15 AM |
Ask8:10:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.21EUR |
- |
3.55
Bid Size: 500 |
3.85
Ask Size: 500 |
Parker Hannifin Corp |
680.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JT8CM8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
680.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.72 |
| Intrinsic value: |
2.64 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
2.64 |
| Time value: |
1.70 |
| Break-even: |
681.13 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.28 |
| Spread %: |
6.93% |
| Delta: |
0.68 |
| Theta: |
-0.36 |
| Omega: |
10.44 |
| Rho: |
0.43 |
Quote data
| Open: |
4.21 |
| High: |
4.21 |
| Low: |
4.21 |
| Previous Close: |
4.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.75% |
| 1 Month |
|
|
+137.85% |
| 3 Months |
|
|
+275.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.59 |
3.22 |
| 1M High / 1M Low: |
4.59 |
1.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
455.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
