JP Morgan Call 170 AVAV 20.12.2024
/ DE000JK8V4D7
JP Morgan Call 170 AVAV 20.12.202.../ DE000JK8V4D7 /
| 2024-06-12 3:23:41 PM |
Chg.- |
Bid11:47:11 AM |
Ask11:47:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.60EUR |
- |
5.61
Bid Size: 500 |
7.61
Ask Size: 500 |
AeroVironment Inc |
170.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK8V4D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.28 |
| Intrinsic value: |
4.40 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.43 |
| Parity: |
4.40 |
| Time value: |
2.75 |
| Break-even: |
228.71 |
| Moneyness: |
1.28 |
| Premium: |
0.14 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
1.85 |
| Spread %: |
34.90% |
| Delta: |
0.77 |
| Theta: |
-0.11 |
| Omega: |
2.16 |
| Rho: |
0.43 |
Quote data
| Open: |
5.60 |
| High: |
5.60 |
| Low: |
5.60 |
| Previous Close: |
5.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.14% |
| 1 Month |
|
|
+47.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.60 |
4.52 |
| 1M High / 1M Low: |
5.60 |
3.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
