JP Morgan Call 190 AVAV 20.12.2024
/ DE000JK8FRA2
JP Morgan Call 190 AVAV 20.12.202.../ DE000JK8FRA2 /
| 2024-09-20 12:41:52 PM |
Chg.+0.02 |
Bid5:39:07 PM |
Ask5:39:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+1.67% |
1.23
Bid Size: 10,000 |
1.43
Ask Size: 10,000 |
AeroVironment Inc |
190.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK8FRA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 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: |
10.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.42 |
| Parity: |
-0.92 |
| Time value: |
1.52 |
| Break-even: |
185.49 |
| Moneyness: |
0.95 |
| Premium: |
0.15 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.45 |
| Spread %: |
41.67% |
| Delta: |
0.49 |
| Theta: |
-0.11 |
| Omega: |
5.20 |
| Rho: |
0.16 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.75% |
| 1 Month |
|
|
-41.63% |
| 3 Months |
|
|
-73.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.01 |
| 1M High / 1M Low: |
2.89 |
1.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
