JP Morgan Call 165 AVAV 20.12.202.../  DE000JK8V4A3  /

EUWAX
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:   -