JP Morgan Call 165 AVAV 20.12.2024
/ DE000JK8V4A3
JP Morgan Call 165 AVAV 20.12.202.../ DE000JK8V4A3 /
| 6/14/2024 12:50:31 PM |
Chg.-0.02 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.91EUR |
-0.34% |
-
Bid Size: - |
-
Ask Size: - |
AeroVironment Inc |
165.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK8V4A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 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: |
2.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.50 |
| Intrinsic value: |
4.69 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.43 |
| Parity: |
4.69 |
| Time value: |
2.75 |
| Break-even: |
228.59 |
| Moneyness: |
1.30 |
| Premium: |
0.14 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
1.87 |
| Spread %: |
33.50% |
| Delta: |
0.78 |
| Theta: |
-0.11 |
| Omega: |
2.10 |
| Rho: |
0.42 |
Quote data
| Open: |
5.91 |
| High: |
5.91 |
| Low: |
5.91 |
| Previous Close: |
5.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.96% |
| 1 Month |
|
|
+34.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.93 |
4.83 |
| 1M High / 1M Low: |
5.93 |
4.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
