JP Morgan Call 195 AVAV 20.12.2024
/ DE000JK8FRB0
JP Morgan Call 195 AVAV 20.12.202.../ DE000JK8FRB0 /
| 2024-05-22 3:23:31 PM |
Chg.-0.09 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.93EUR |
-2.98% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.74 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.45 |
| Parity: |
0.16 |
| Time value: |
3.81 |
| Break-even: |
219.36 |
| Moneyness: |
1.01 |
| Premium: |
0.21 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
1.00 |
| Spread %: |
33.67% |
| Delta: |
0.63 |
| Theta: |
-0.09 |
| Omega: |
2.86 |
| Rho: |
0.43 |
Quote data
| Open: |
2.93 |
| High: |
2.93 |
| Low: |
2.93 |
| Previous Close: |
3.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.53% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.02 |
2.83 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.89 |
| 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: |
|
- |
