JP Morgan Call 150 AVAV 20.12.2024
/ DE000JK8V452
JP Morgan Call 150 AVAV 20.12.202.../ DE000JK8V452 /
| 6/18/2024 4:52:50 PM |
Chg.-0.10 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.03EUR |
-1.40% |
-
Bid Size: - |
-
Ask Size: - |
AeroVironment Inc |
150.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK8V45 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.58 |
| Intrinsic value: |
6.06 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.43 |
| Parity: |
6.06 |
| Time value: |
2.32 |
| Break-even: |
223.47 |
| Moneyness: |
1.43 |
| Premium: |
0.12 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
1.86 |
| Spread %: |
28.57% |
| Delta: |
0.81 |
| Theta: |
-0.11 |
| Omega: |
1.94 |
| Rho: |
0.40 |
Quote data
| Open: |
7.02 |
| High: |
7.03 |
| Low: |
7.02 |
| Previous Close: |
7.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.35% |
| 1 Month |
|
|
+33.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.13 |
6.61 |
| 1M High / 1M Low: |
7.13 |
5.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
