JP Morgan Call 185 AVAV 20.12.2024
/ DE000JK8FR92
JP Morgan Call 185 AVAV 20.12.202.../ DE000JK8FR92 /
| 19/06/2024 12:48:40 |
Chg.+0.37 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.10EUR |
+7.82% |
-
Bid Size: - |
-
Ask Size: - |
AeroVironment Inc |
185.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK8FR9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 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: |
2.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.45 |
| Intrinsic value: |
3.19 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.43 |
| Parity: |
3.19 |
| Time value: |
3.81 |
| Break-even: |
242.27 |
| Moneyness: |
1.19 |
| Premium: |
0.19 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
2.00 |
| Spread %: |
40.00% |
| Delta: |
0.73 |
| Theta: |
-0.13 |
| Omega: |
2.14 |
| Rho: |
0.40 |
Quote data
| Open: |
5.10 |
| High: |
5.10 |
| Low: |
5.10 |
| Previous Close: |
4.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.74% |
| 1 Month |
|
|
+55.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.81 |
4.67 |
| 1M High / 1M Low: |
4.81 |
3.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
