JP Morgan Put 430 PH 21.02.2025
/ DE000JT4H667
JP Morgan Put 430 PH 21.02.2025/ DE000JT4H667 /
9/6/2024 9:08:22 AM |
Chg.+0.050 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
+5.95% |
- Bid Size: - |
- Ask Size: - |
Parker Hannifin Corp |
430.00 USD |
2/21/2025 |
Put |
Master data
WKN: |
JT4H66 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
430.00 USD |
Maturity: |
2/21/2025 |
Issue date: |
7/23/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-41.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.24 |
Parity: |
-13.07 |
Time value: |
1.24 |
Break-even: |
374.58 |
Moneyness: |
0.75 |
Premium: |
0.28 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.45 |
Spread %: |
56.82% |
Delta: |
-0.13 |
Theta: |
-0.10 |
Omega: |
-5.43 |
Rho: |
-0.37 |
Quote data
Open: |
0.890 |
High: |
0.890 |
Low: |
0.890 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+45.90% |
1 Month |
|
|
-62.13% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.510 |
1M High / 1M Low: |
2.350 |
0.510 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.660 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.934 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
279.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |