JP Morgan Call 220 AVAV 20.12.202.../  DE000JK9HE29  /

EUWAX
2024-06-14  9:44:21 AM Chg.-0.02 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
3.02EUR -0.66% -
Bid Size: -
-
Ask Size: -
AeroVironment Inc 220.00 USD 2024-12-20 Call
 

Master data

WKN: JK9HE2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AeroVironment Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2024-12-20
Issue date: 2024-05-08
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.99
Leverage: Yes

Calculated values

Fair value: 2.46
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.43
Parity: -0.44
Time value: 4.03
Break-even: 245.82
Moneyness: 0.98
Premium: 0.22
Premium p.a.: 0.48
Spread abs.: 1.00
Spread %: 33.00%
Delta: 0.60
Theta: -0.11
Omega: 2.99
Rho: 0.41
 

Quote data

Open: 3.02
High: 3.02
Low: 3.02
Previous Close: 3.04
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.61%
1 Month  
+48.77%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.04 2.20
1M High / 1M Low: 3.04 1.90
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.70
Avg. volume 1W:   0.00
Avg. price 1M:   2.27
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -