JP Morgan Call 175 AVAV 20.12.2024
/ DE000JK8V4E5
JP Morgan Call 175 AVAV 20.12.202.../ DE000JK8V4E5 /
| 19/06/2024 12:48:57 |
Chg.+0.38 |
Bid13:54:42 |
Ask13:54:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.71EUR |
+7.13% |
5.73
Bid Size: 1,000 |
7.73
Ask Size: 1,000 |
AeroVironment Inc |
175.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK8V4E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
29/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.09 |
| Intrinsic value: |
4.13 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.43 |
| Parity: |
4.13 |
| Time value: |
2.96 |
| Break-even: |
233.83 |
| Moneyness: |
1.25 |
| Premium: |
0.14 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
1.86 |
| Spread %: |
35.65% |
| Delta: |
0.76 |
| Theta: |
-0.12 |
| Omega: |
2.19 |
| Rho: |
0.42 |
Quote data
| Open: |
5.71 |
| High: |
5.71 |
| Low: |
5.71 |
| Previous Close: |
5.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.14% |
| 1 Month |
|
|
+51.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.42 |
5.27 |
| 1M High / 1M Low: |
5.42 |
3.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
