JP Morgan Put 430 PH 20.12.2024
/ DE000JT0UYK4
JP Morgan Put 430 PH 20.12.2024/ DE000JT0UYK4 /
8/14/2024 10:29:00 AM |
Chg.- |
Bid9:34:05 AM |
Ask9:34:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
- |
0.500 Bid Size: 250 |
1.000 Ask Size: 250 |
Parker Hannifin Corp |
430.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JT0UYK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
430.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
6/5/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-56.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.24 |
Parity: |
-13.48 |
Time value: |
0.93 |
Break-even: |
381.23 |
Moneyness: |
0.74 |
Premium: |
0.27 |
Premium p.a.: |
1.01 |
Spread abs.: |
0.45 |
Spread %: |
96.15% |
Delta: |
-0.11 |
Theta: |
-0.11 |
Omega: |
-6.32 |
Rho: |
-0.24 |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.590 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-63.58% |
1 Month |
|
|
-24.36% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.620 |
0.590 |
1M High / 1M Low: |
1.680 |
0.570 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.898 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.901 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
465.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |