JP Morgan Call 720 PH 21.02.2025
/ DE000JV1MS21
JP Morgan Call 720 PH 21.02.2025/ DE000JV1MS21 /
| 11/13/2024 4:11:07 PM |
Chg.-0.14 |
Bid7:36:09 PM |
Ask7:36:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.08EUR |
-3.32% |
4.30
Bid Size: 7,500 |
4.40
Ask Size: 7,500 |
Parker Hannifin Corp |
720.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JV1MS2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
720.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
9/19/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-1.95 |
| Time value: |
4.11 |
| Break-even: |
719.28 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.30 |
| Spread %: |
7.87% |
| Delta: |
0.49 |
| Theta: |
-0.26 |
| Omega: |
7.85 |
| Rho: |
0.77 |
Quote data
| Open: |
4.08 |
| High: |
4.08 |
| Low: |
4.08 |
| Previous Close: |
4.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.45% |
| 1 Month |
|
|
+119.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.43 |
2.73 |
| 1M High / 1M Low: |
4.43 |
1.35 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
