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: |
|
- |
