JP Morgan Call 190 AVAV 19.07.2024
/ DE000JK80WH6
JP Morgan Call 190 AVAV 19.07.202.../ DE000JK80WH6 /
| 2024-06-18 3:59:56 PM |
Chg.-0.06 |
Bid4:03:21 PM |
Ask4:03:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
-2.01% |
2.97
Bid Size: 5,000 |
3.27
Ask Size: 5,000 |
AeroVironment Inc |
190.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JK80WH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.43 |
| Parity: |
2.34 |
| Time value: |
0.88 |
| Break-even: |
209.13 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.47 |
| Spread %: |
16.89% |
| Delta: |
0.74 |
| Theta: |
-0.26 |
| Omega: |
4.62 |
| Rho: |
0.10 |
Quote data
| Open: |
2.97 |
| High: |
2.97 |
| Low: |
2.92 |
| Previous Close: |
2.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.95% |
| 1 Month |
|
|
+81.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.11 |
2.18 |
| 1M High / 1M Low: |
3.11 |
1.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
