JP Morgan Call 205 AVAV 20.12.2024
/ DE000JK8FRD6
JP Morgan Call 205 AVAV 20.12.202.../ DE000JK8FRD6 /
| 2024-06-12 3:23:35 PM |
Chg.- |
Bid10:44:21 AM |
Ask10:44:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.64EUR |
- |
3.63
Bid Size: 500 |
4.63
Ask Size: 500 |
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: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.43 |
| Parity: |
1.16 |
| Time value: |
3.21 |
| Break-even: |
233.33 |
| Moneyness: |
1.06 |
| Premium: |
0.16 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.92 |
| Spread %: |
26.81% |
| Delta: |
0.66 |
| Theta: |
-0.10 |
| Omega: |
3.02 |
| Rho: |
0.46 |
Quote data
| Open: |
3.64 |
| High: |
3.64 |
| Low: |
3.64 |
| Previous Close: |
3.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.56% |
| 1 Month |
|
|
+60.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.64 |
2.77 |
| 1M High / 1M Low: |
3.64 |
2.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
