JP Morgan Call 530 PH 21.06.2024
/ DE000JB8A1N6
JP Morgan Call 530 PH 21.06.2024/ DE000JB8A1N6 /
| 2024-06-14 12:05:00 PM |
Chg.+0.040 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+5.88% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
530.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB8A1N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
530.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
119.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.22 |
| Parity: |
-2.49 |
| Time value: |
0.39 |
| Break-even: |
499.03 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
36.51 |
| Spread abs.: |
0.28 |
| Spread %: |
250.00% |
| Delta: |
0.23 |
| Theta: |
-0.78 |
| Omega: |
27.23 |
| Rho: |
0.02 |
Quote data
| Open: |
0.700 |
| High: |
0.720 |
| Low: |
0.700 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
-77.85% |
| 3 Months |
|
|
-81.00% |
| YTD |
|
|
-55.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.650 |
| 1M High / 1M Low: |
3.250 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-08 |
5.470 |
| Low (YTD): |
2024-06-04 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
