JP Morgan Call 195 AVAV 20.12.2024
/ DE000JK8FRB0
JP Morgan Call 195 AVAV 20.12.202.../ DE000JK8FRB0 /
2024-06-03 3:49:04 PM |
Chg.- |
Bid10:50:43 AM |
Ask10:50:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.43EUR |
- |
3.32 Bid Size: 500 |
4.32 Ask Size: 500 |
AeroVironment Inc |
195.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
JK8FRB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AeroVironment Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
195.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-29 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.87 |
Intrinsic value: |
0.76 |
Implied volatility: |
0.72 |
Historic volatility: |
0.43 |
Parity: |
0.76 |
Time value: |
3.61 |
Break-even: |
222.48 |
Moneyness: |
1.04 |
Premium: |
0.19 |
Premium p.a.: |
0.38 |
Spread abs.: |
1.00 |
Spread %: |
29.67% |
Delta: |
0.65 |
Theta: |
-0.10 |
Omega: |
2.77 |
Rho: |
0.42 |
Quote data
Open: |
3.46 |
High: |
3.46 |
Low: |
3.43 |
Previous Close: |
3.27 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.89% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.43 |
3.09 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.22 |
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: |
|
- |