JP Morgan Put 395 PH 16.08.2024/  DE000JB9P6B2  /

EUWAX
05/07/2024  10:12:21 Chg.-0.013 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.055EUR -19.12% -
Bid Size: -
-
Ask Size: -
Parker Hannifin Corp 395.00 USD 16/08/2024 Put
 

Master data

WKN: JB9P6B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Parker Hannifin Corp
Type: Warrant
Option type: Put
Strike price: 395.00 USD
Maturity: 16/08/2024
Issue date: 11/01/2024
Last trading day: 15/08/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -80.41
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.21
Parity: -10.19
Time value: 0.58
Break-even: 358.61
Moneyness: 0.78
Premium: 0.23
Premium p.a.: 5.36
Spread abs.: 0.50
Spread %: 616.05%
Delta: -0.11
Theta: -0.23
Omega: -8.57
Rho: -0.06
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.068
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.49%
1 Month
  -60.71%
3 Months
  -84.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.055
1M High / 1M Low: 0.200 0.055
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   340.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -