JP Morgan Put 260 ROK 20.12.2024
/ DE000JK95VU9
JP Morgan Put 260 ROK 20.12.2024/ DE000JK95VU9 /
| 15/11/2024 10:03:30 |
Chg.+0.010 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+4.00% |
-
Bid Size: - |
-
Ask Size: - |
Rockwell Automation ... |
260.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK95VU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-67.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
-2.48 |
| Time value: |
0.40 |
| Break-even: |
242.97 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
1.95 |
| Spread abs.: |
0.15 |
| Spread %: |
60.00% |
| Delta: |
-0.20 |
| Theta: |
-0.13 |
| Omega: |
-13.46 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.02% |
| 1 Month |
|
|
-76.36% |
| 3 Months |
|
|
-84.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.250 |
| 1M High / 1M Low: |
1.340 |
0.250 |
| 6M High / 6M Low: |
2.970 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.900 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.694 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.67% |
| Volatility 6M: |
|
192.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
