JP Morgan Call 140 AVAV 20.12.2024
/ DE000JK8V411
JP Morgan Call 140 AVAV 20.12.202.../ DE000JK8V411 /
| 2024-06-10 12:16:48 PM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.54EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AeroVironment Inc |
140.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
JK8V41 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-06-11 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.91 |
| Intrinsic value: |
6.42 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.43 |
| Parity: |
6.42 |
| Time value: |
2.43 |
| Break-even: |
228.50 |
| Moneyness: |
1.46 |
| Premium: |
0.12 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
2.00 |
| Spread %: |
29.20% |
| Delta: |
0.82 |
| Theta: |
-0.11 |
| Omega: |
1.89 |
| Rho: |
0.40 |
Quote data
| Open: |
6.54 |
| High: |
6.54 |
| Low: |
6.54 |
| Previous Close: |
6.73 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.77 |
5.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
