JP Morgan Call 180 AVAV 20.12.2024
/ DE000JK8FR84
JP Morgan Call 180 AVAV 20.12.202.../ DE000JK8FR84 /
| 2024-06-12 3:23:35 PM |
Chg.+0.34 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.98EUR |
+7.33% |
-
Bid Size: - |
-
Ask Size: - |
AeroVironment Inc |
180.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK8FR8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 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: |
3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.22 |
| Intrinsic value: |
2.92 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.43 |
| Parity: |
2.92 |
| Time value: |
3.31 |
| Break-even: |
229.89 |
| Moneyness: |
1.17 |
| Premium: |
0.17 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
1.86 |
| Spread %: |
42.64% |
| Delta: |
0.73 |
| Theta: |
-0.12 |
| Omega: |
2.29 |
| Rho: |
0.42 |
Quote data
| Open: |
4.98 |
| High: |
4.98 |
| Low: |
4.98 |
| Previous Close: |
4.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.42% |
| 1 Month |
|
|
+51.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.98 |
3.95 |
| 1M High / 1M Low: |
4.98 |
3.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
