JP Morgan Put 290 ROK 21.02.2025
/ DE000JT4ZE07
JP Morgan Put 290 ROK 21.02.2025/ DE000JT4ZE07 /
| 13/11/2024 12:13:20 |
Chg.-0.11 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
-4.60% |
-
Bid Size: - |
-
Ask Size: - |
Rockwell Automation ... |
290.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
JT4ZE0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
290.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
18/07/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
1.14 |
| Time value: |
1.40 |
| Break-even: |
247.76 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.15 |
| Spread %: |
6.28% |
| Delta: |
-0.53 |
| Theta: |
-0.09 |
| Omega: |
-5.48 |
| Rho: |
-0.45 |
Quote data
| Open: |
2.28 |
| High: |
2.28 |
| Low: |
2.28 |
| Previous Close: |
2.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.93% |
| 1 Month |
|
|
-29.85% |
| 3 Months |
|
|
-47.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.68 |
2.11 |
| 1M High / 1M Low: |
3.38 |
2.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
