JP Morgan Call 505 PH 21.06.2024
/ DE000JB62QR4
JP Morgan Call 505 PH 21.06.2024/ DE000JB62QR4 /
| 07/06/2024 10:30:28 |
Chg.-0.11 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
-5.61% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
505.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
JB62QR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
505.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
17/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
1.03 |
| Time value: |
0.90 |
| Break-even: |
486.83 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.20 |
| Spread %: |
11.56% |
| Delta: |
0.64 |
| Theta: |
-0.51 |
| Omega: |
15.92 |
| Rho: |
0.10 |
Quote data
| Open: |
1.85 |
| High: |
1.85 |
| Low: |
1.85 |
| Previous Close: |
1.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.97% |
| 1 Month |
|
|
-62.93% |
| 3 Months |
|
|
-66.49% |
| YTD |
|
|
-22.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.95 |
1.74 |
| 1M High / 1M Low: |
5.72 |
1.74 |
| 6M High / 6M Low: |
7.16 |
1.74 |
| High (YTD): |
08/04/2024 |
7.16 |
| Low (YTD): |
05/06/2024 |
1.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.25% |
| Volatility 6M: |
|
188.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
