JP Morgan Call 195 AVAV 19.07.2024
/ DE000JK80WJ2
JP Morgan Call 195 AVAV 19.07.202.../ DE000JK80WJ2 /
| 6/18/2024 3:59:56 PM |
Chg.-0.05 |
Bid8:29:49 PM |
Ask8:29:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.60EUR |
-1.89% |
2.78
Bid Size: 5,000 |
3.08
Ask Size: 5,000 |
AeroVironment Inc |
195.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
JK80WJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
5/7/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.43 |
| Parity: |
1.87 |
| Time value: |
1.27 |
| Break-even: |
212.97 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.50 |
| Spread %: |
18.94% |
| Delta: |
0.70 |
| Theta: |
-0.31 |
| Omega: |
4.44 |
| Rho: |
0.09 |
Quote data
| Open: |
2.65 |
| High: |
2.65 |
| Low: |
2.60 |
| Previous Close: |
2.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.84% |
| 1 Month |
|
|
+87.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.78 |
1.90 |
| 1M High / 1M Low: |
2.78 |
1.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
