JP Morgan Call 505 PH 16.08.2024
/ DE000JB9XEB0
JP Morgan Call 505 PH 16.08.2024/ DE000JB9XEB0 /
| 2024-06-03 10:30:42 AM |
Chg.- |
Bid12:52:14 PM |
Ask12:52:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.62EUR |
- |
3.41
Bid Size: 1,000 |
3.56
Ask Size: 1,000 |
Parker Hannifin Corp |
505.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB9XEB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
505.00 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: |
12.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
0.74 |
| Time value: |
2.88 |
| Break-even: |
499.19 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.20 |
| Spread %: |
5.85% |
| Delta: |
0.59 |
| Theta: |
-0.23 |
| Omega: |
7.65 |
| Rho: |
0.48 |
Quote data
| Open: |
4.62 |
| High: |
4.62 |
| Low: |
4.62 |
| Previous Close: |
4.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
-14.76% |
| 3 Months |
|
|
-30.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.83 |
3.87 |
| 1M High / 1M Low: |
7.35 |
3.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
