JP Morgan Call 200 AVAV 21.06.202.../  DE000JK895D5  /

EUWAX
2024-06-14  8:39:05 AM Chg.-0.17 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.51EUR -10.12% -
Bid Size: -
-
Ask Size: -
AeroVironment Inc 200.00 USD 2024-06-21 Call
 

Master data

WKN: JK895D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AeroVironment Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-06-21
Issue date: 2024-05-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.31
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 1.42
Implied volatility: 1.33
Historic volatility: 0.43
Parity: 1.42
Time value: 0.74
Break-even: 208.43
Moneyness: 1.08
Premium: 0.04
Premium p.a.: 7.92
Spread abs.: 0.70
Spread %: 47.95%
Delta: 0.70
Theta: -1.01
Omega: 6.50
Rho: 0.02
 

Quote data

Open: 1.51
High: 1.51
Low: 1.51
Previous Close: 1.68
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+91.14%
1 Month  
+115.71%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.68 0.61
1M High / 1M Low: 1.68 0.56
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   0.81
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   395.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -