JP Morgan Call 495 PH 16.08.2024
/ DE000JB9XE93
JP Morgan Call 495 PH 16.08.2024/ DE000JB9XE93 /
| 2024-05-31 10:34:27 AM |
Chg.+0.50 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.95EUR |
+11.24% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
495.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB9XE9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
495.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.27 |
| Intrinsic value: |
3.37 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
3.37 |
| Time value: |
2.05 |
| Break-even: |
510.48 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.20 |
| Spread %: |
3.83% |
| Delta: |
0.71 |
| Theta: |
-0.22 |
| Omega: |
6.39 |
| Rho: |
0.61 |
Quote data
| Open: |
4.95 |
| High: |
4.95 |
| Low: |
4.95 |
| Previous Close: |
4.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
-36.62% |
| 3 Months |
|
|
-30.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.47 |
4.45 |
| 1M High / 1M Low: |
8.07 |
4.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
