JP Morgan Call 205 AVAV 20.12.2024
/ DE000JK8FRD6
JP Morgan Call 205 AVAV 20.12.202.../ DE000JK8FRD6 /
| 2024-06-18 4:52:44 PM |
Chg.-0.06 |
Bid7:54:18 PM |
Ask7:54:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.70EUR |
-1.60% |
3.79
Bid Size: 5,000 |
4.49
Ask Size: 5,000 |
AeroVironment Inc |
205.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK8FRD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 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: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.08 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.43 |
| Parity: |
0.94 |
| Time value: |
3.43 |
| Break-even: |
234.55 |
| Moneyness: |
1.05 |
| Premium: |
0.17 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.93 |
| Spread %: |
27.10% |
| Delta: |
0.65 |
| Theta: |
-0.11 |
| Omega: |
2.97 |
| Rho: |
0.44 |
Quote data
| Open: |
3.70 |
| High: |
3.70 |
| Low: |
3.70 |
| Previous Close: |
3.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.45% |
| 1 Month |
|
|
+51.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.76 |
3.35 |
| 1M High / 1M Low: |
3.76 |
2.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
