JP Morgan Call 515 PH 16.08.2024
/ DE000JB9XEE4
JP Morgan Call 515 PH 16.08.2024/ DE000JB9XEE4 /
| 2024-05-31 10:34:28 AM |
Chg.+0.45 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.78EUR |
+13.51% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
515.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB9XEE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
515.00 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: |
11.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.97 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
1.52 |
| Time value: |
2.68 |
| Break-even: |
516.72 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.20 |
| Spread %: |
5.00% |
| Delta: |
0.63 |
| Theta: |
-0.23 |
| Omega: |
7.30 |
| Rho: |
0.55 |
Quote data
| Open: |
3.78 |
| High: |
3.78 |
| Low: |
3.78 |
| Previous Close: |
3.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.08% |
| 1 Month |
|
|
-41.85% |
| 3 Months |
|
|
-36.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.23 |
3.33 |
| 1M High / 1M Low: |
6.67 |
3.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
