JP Morgan Put 235 ROK 20.09.2024
/ DE000JT6FH22
JP Morgan Put 235 ROK 20.09.2024/ DE000JT6FH22 /
| 8/6/2024 4:11:56 PM |
Chg.-0.010 |
Bid7:08:18 PM |
Ask7:08:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-1.03% |
0.910
Bid Size: 20,000 |
0.940
Ask Size: 20,000 |
Rockwell Automation ... |
235.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JT6FH2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
235.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
7/25/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.28 |
| Parity: |
-1.21 |
| Time value: |
1.25 |
| Break-even: |
202.10 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.10 |
| Spread %: |
8.70% |
| Delta: |
-0.35 |
| Theta: |
-0.19 |
| Omega: |
-6.32 |
| Rho: |
-0.11 |
Quote data
| Open: |
1.130 |
| High: |
1.130 |
| Low: |
0.960 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+146.15% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.310 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
