JP Morgan Call 145 AVAV 16.08.2024
/ DE000JK72YR8
JP Morgan Call 145 AVAV 16.08.202.../ DE000JK72YR8 /
2024-05-29 4:45:49 PM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.23EUR |
- |
- Bid Size: - |
- Ask Size: - |
AeroVironment Inc |
145.00 - |
2024-08-16 |
Call |
Master data
WKN: |
JK72YR |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AeroVironment Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 - |
Maturity: |
2024-08-16 |
Issue date: |
2024-04-29 |
Last trading day: |
2024-05-30 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.33 |
Intrinsic value: |
5.18 |
Implied volatility: |
0.84 |
Historic volatility: |
0.43 |
Parity: |
5.18 |
Time value: |
0.71 |
Break-even: |
203.90 |
Moneyness: |
1.36 |
Premium: |
0.04 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.70 |
Spread %: |
13.49% |
Delta: |
0.85 |
Theta: |
-0.13 |
Omega: |
2.86 |
Rho: |
0.19 |
Quote data
Open: |
5.25 |
High: |
5.25 |
Low: |
5.23 |
Previous Close: |
5.35 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+13.45% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
5.35 |
4.40 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
4.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |