JP Morgan Put 280 ROK 17.01.2025
/ DE000JT5ED51
JP Morgan Put 280 ROK 17.01.2025/ DE000JT5ED51 /
| 14/10/2024 08:38:56 |
Chg.-0.15 |
Bid08:45:00 |
Ask08:45:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
-6.33% |
2.22
Bid Size: 500 |
2.37
Ask Size: 500 |
Rockwell Automation ... |
280.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JT5ED5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
02/07/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
0.81 |
| Time value: |
1.55 |
| Break-even: |
232.45 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.15 |
| Spread %: |
6.79% |
| Delta: |
-0.50 |
| Theta: |
-0.09 |
| Omega: |
-5.30 |
| Rho: |
-0.40 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.84% |
| 1 Month |
|
|
-26.73% |
| 3 Months |
|
|
-13.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.52 |
2.37 |
| 1M High / 1M Low: |
2.80 |
2.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
