JP Morgan Call 220 AVAV 20.12.2024
/ DE000JK9HE29
JP Morgan Call 220 AVAV 20.12.202.../ DE000JK9HE29 /
| 18/06/2024 09:42:34 |
Chg.-0.01 |
Bid18:25:09 |
Ask18:25:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.05EUR |
-0.33% |
3.08
Bid Size: 5,000 |
3.78
Ask Size: 5,000 |
AeroVironment Inc |
220.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
08/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.43 |
| Parity: |
-0.46 |
| Time value: |
4.04 |
| Break-even: |
245.24 |
| Moneyness: |
0.98 |
| Premium: |
0.22 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
1.00 |
| Spread %: |
32.89% |
| Delta: |
0.60 |
| Theta: |
-0.12 |
| Omega: |
2.97 |
| Rho: |
0.40 |
Quote data
| Open: |
3.05 |
| High: |
3.05 |
| Low: |
3.05 |
| Previous Close: |
3.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+60.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.06 |
2.44 |
| 1M High / 1M Low: |
3.06 |
1.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
