JP Morgan Call 230 AVAV 20.12.2024
/ DE000JK9HE52
JP Morgan Call 230 AVAV 20.12.202.../ DE000JK9HE52 /
| 2024-06-04 9:50:39 AM |
Chg.0.00 |
Bid9:56:19 AM |
Ask9:56:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
0.00% |
2.03
Bid Size: 500 |
3.03
Ask Size: 500 |
AeroVironment Inc |
230.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK9HE5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.43 |
| Parity: |
-2.45 |
| Time value: |
2.80 |
| Break-even: |
238.83 |
| Moneyness: |
0.88 |
| Premium: |
0.28 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.92 |
| Spread %: |
48.78% |
| Delta: |
0.51 |
| Theta: |
-0.10 |
| Omega: |
3.40 |
| Rho: |
0.37 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.56% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.79 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.91 |
| 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: |
|
- |
