JP Morgan Call 165 AVAV 20.12.2024
/ DE000JK8V4A3
JP Morgan Call 165 AVAV 20.12.202.../ DE000JK8V4A3 /
| 6/19/2024 12:48:57 PM |
Chg.- |
Bid8:00:18 AM |
Ask8:00:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.37EUR |
- |
6.55
Bid Size: 1,000 |
8.55
Ask Size: 1,000 |
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: |
2.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.79 |
| Intrinsic value: |
5.06 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.43 |
| Parity: |
5.06 |
| Time value: |
2.63 |
| Break-even: |
230.57 |
| Moneyness: |
1.33 |
| Premium: |
0.13 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
1.86 |
| Spread %: |
31.95% |
| Delta: |
0.79 |
| Theta: |
-0.11 |
| Omega: |
2.08 |
| Rho: |
0.42 |
Quote data
| Open: |
6.37 |
| High: |
6.37 |
| Low: |
6.37 |
| Previous Close: |
5.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.42% |
| 1 Month |
|
|
+47.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.37 |
5.91 |
| 1M High / 1M Low: |
6.37 |
4.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
