JP Morgan Call 505 PH 21.06.2024
/ DE000JB62QR4
JP Morgan Call 505 PH 21.06.2024/ DE000JB62QR4 /
| 2024-05-17 10:18:21 AM |
Chg.-0.92 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.14EUR |
-18.18% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
505.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB62QR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
505.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.03 |
| Intrinsic value: |
3.69 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
3.69 |
| Time value: |
0.54 |
| Break-even: |
506.96 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.28 |
| Spread %: |
6.98% |
| Delta: |
0.84 |
| Theta: |
-0.19 |
| Omega: |
9.93 |
| Rho: |
0.35 |
Quote data
| Open: |
4.14 |
| High: |
4.14 |
| Low: |
4.14 |
| Previous Close: |
5.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.62% |
| 1 Month |
|
|
-21.14% |
| 3 Months |
|
|
-13.21% |
| YTD |
|
|
+73.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.71 |
4.14 |
| 1M High / 1M Low: |
5.84 |
4.02 |
| 6M High / 6M Low: |
7.16 |
1.45 |
| High (YTD): |
2024-04-08 |
7.16 |
| Low (YTD): |
2024-01-17 |
1.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.26% |
| Volatility 6M: |
|
168.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
