JP Morgan Call 540 PH 19.07.2024
/ DE000JK97R02
JP Morgan Call 540 PH 19.07.2024/ DE000JK97R02 /
2024-06-21 11:17:47 AM |
Chg.-0.140 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
-20.59% |
- Bid Size: - |
- Ask Size: - |
Parker Hannifin Corp |
540.00 USD |
2024-07-19 |
Call |
Master data
WKN: |
JK97R0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
540.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2024-05-20 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
66.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.22 |
Parity: |
-3.35 |
Time value: |
0.71 |
Break-even: |
512.14 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
2.06 |
Spread abs.: |
0.30 |
Spread %: |
73.17% |
Delta: |
0.27 |
Theta: |
-0.29 |
Omega: |
17.64 |
Rho: |
0.09 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.58% |
1 Month |
|
|
-80.71% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.540 |
1M High / 1M Low: |
2.800 |
0.540 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.628 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.341 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
350.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |