JP Morgan Call 220 AVAV 20.12.2024
/ DE000JK9HE29
JP Morgan Call 220 AVAV 20.12.202.../ DE000JK9HE29 /
| 6/19/2024 9:45:22 AM |
Chg.+0.19 |
Bid6:47:06 PM |
Ask6:47:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.24EUR |
+6.23% |
3.43
Bid Size: 1,000 |
4.43
Ask Size: 1,000 |
AeroVironment Inc |
220.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.43 |
| Parity: |
-0.06 |
| Time value: |
4.25 |
| Break-even: |
247.37 |
| Moneyness: |
1.00 |
| Premium: |
0.21 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
1.00 |
| Spread %: |
30.77% |
| Delta: |
0.61 |
| Theta: |
-0.12 |
| Omega: |
2.94 |
| Rho: |
0.42 |
Quote data
| Open: |
3.24 |
| High: |
3.24 |
| Low: |
3.24 |
| Previous Close: |
3.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.30% |
| 1 Month |
|
|
+70.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.06 |
2.81 |
| 1M High / 1M Low: |
3.06 |
1.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
