JP Morgan Put 240 ROK 17.01.2025
/ DE000JT261B5
JP Morgan Put 240 ROK 17.01.2025/ DE000JT261B5 /
11/10/2024 08:41:31 |
Chg.+0.030 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
+3.70% |
- Bid Size: - |
- Ask Size: - |
Rockwell Automation ... |
240.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
JT261B |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Rockwell Automation Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
240.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
25/06/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-29.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.29 |
Parity: |
-2.85 |
Time value: |
0.84 |
Break-even: |
211.06 |
Moneyness: |
0.89 |
Premium: |
0.15 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.14 |
Spread %: |
19.48% |
Delta: |
-0.24 |
Theta: |
-0.08 |
Omega: |
-7.02 |
Rho: |
-0.18 |
Quote data
Open: |
0.840 |
High: |
0.840 |
Low: |
0.840 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.15% |
1 Month |
|
|
-31.15% |
3 Months |
|
|
-22.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.810 |
1M High / 1M Low: |
1.220 |
0.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.880 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.976 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |