JP Morgan Call 465 PH 16.08.2024
/ DE000JB9S820
JP Morgan Call 465 PH 16.08.2024/ DE000JB9S820 /
| 2024-06-04 1:44:40 PM |
Chg.-1.53 |
Bid2:51:52 PM |
Ask2:51:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.85EUR |
-20.73% |
5.87
Bid Size: 1,000 |
6.07
Ask Size: 1,000 |
Parker Hannifin Corp |
465.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB9S82 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
465.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.01 |
| Intrinsic value: |
4.41 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
4.41 |
| Time value: |
1.66 |
| Break-even: |
487.02 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.20 |
| Spread %: |
3.41% |
| Delta: |
0.75 |
| Theta: |
-0.21 |
| Omega: |
5.84 |
| Rho: |
0.59 |
Quote data
| Open: |
5.85 |
| High: |
5.85 |
| Low: |
5.85 |
| Previous Close: |
7.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.23% |
| 1 Month |
|
|
-27.42% |
| 3 Months |
|
|
-36.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.62 |
6.44 |
| 1M High / 1M Low: |
10.40 |
6.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
