JP Morgan Call 190 AVAV 20.12.2024
/ DE000JK8FRA2
JP Morgan Call 190 AVAV 20.12.202.../ DE000JK8FRA2 /
9/20/2024 12:41:52 PM |
Chg.+0.02 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.22EUR |
+1.67% |
- Bid Size: - |
- Ask Size: - |
AeroVironment Inc |
190.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
4/29/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.42 |
Parity: |
-0.65 |
Time value: |
1.84 |
Break-even: |
188.60 |
Moneyness: |
0.96 |
Premium: |
0.15 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.50 |
Spread %: |
37.31% |
Delta: |
0.52 |
Theta: |
-0.12 |
Omega: |
4.67 |
Rho: |
0.17 |
Quote data
Open: |
1.22 |
High: |
1.22 |
Low: |
1.22 |
Previous Close: |
1.20 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.75% |
1 Month |
|
|
-39.30% |
3 Months |
|
|
-67.03% |
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: |
|
1.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
311.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |