JP Morgan Call 230 AVAV 19.07.2024
/ DE000JT0D540
JP Morgan Call 230 AVAV 19.07.202.../ DE000JT0D540 /
| 2024-06-20 11:21:53 AM |
Chg.- |
Bid10:50:57 AM |
Ask10:50:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
- |
0.63
Bid Size: 500 |
1.13
Ask Size: 500 |
AeroVironment Inc |
230.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JT0D54 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-23 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.44 |
| Parity: |
-2.47 |
| Time value: |
1.05 |
| Break-even: |
225.30 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
8.11 |
| Spread abs.: |
0.47 |
| Spread %: |
80.65% |
| Delta: |
0.36 |
| Theta: |
-0.33 |
| Omega: |
6.62 |
| Rho: |
0.05 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.29% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.02 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
