JP Morgan Call 195 AVAV 20.12.2024
/ DE000JK8FRB0
JP Morgan Call 195 AVAV 20.12.202.../ DE000JK8FRB0 /
| 6/18/2024 4:52:44 PM |
Chg.-0.07 |
Bid5:07:35 PM |
Ask5:07:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.19EUR |
-1.64% |
4.20
Bid Size: 5,000 |
4.90
Ask Size: 5,000 |
AeroVironment Inc |
195.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK8FRB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 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: |
3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.58 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.43 |
| Parity: |
1.87 |
| Time value: |
3.31 |
| Break-even: |
233.37 |
| Moneyness: |
1.10 |
| Premium: |
0.17 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
1.00 |
| Spread %: |
23.92% |
| Delta: |
0.69 |
| Theta: |
-0.11 |
| Omega: |
2.65 |
| Rho: |
0.43 |
Quote data
| Open: |
4.19 |
| High: |
4.19 |
| Low: |
4.19 |
| Previous Close: |
4.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.69% |
| 1 Month |
|
|
+47.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.26 |
3.82 |
| 1M High / 1M Low: |
4.26 |
2.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
