JP Morgan Put 440 PH 20.12.2024
/ DE000JT1DRC9
JP Morgan Put 440 PH 20.12.2024/ DE000JT1DRC9 /
2024-07-31 12:52:08 PM |
Chg.-0.110 |
Bid5:56:21 PM |
Ask5:56:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
-11.70% |
0.780 Bid Size: 7,500 |
0.930 Ask Size: 7,500 |
Parker Hannifin Corp |
440.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
JT1DRC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
440.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-28 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-35.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.22 |
Parity: |
-10.28 |
Time value: |
1.43 |
Break-even: |
392.52 |
Moneyness: |
0.80 |
Premium: |
0.23 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.50 |
Spread %: |
53.76% |
Delta: |
-0.16 |
Theta: |
-0.12 |
Omega: |
-5.80 |
Rho: |
-0.38 |
Quote data
Open: |
0.830 |
High: |
0.830 |
Low: |
0.830 |
Previous Close: |
0.940 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.22% |
1 Month |
|
|
-45.39% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.110 |
0.820 |
1M High / 1M Low: |
1.700 |
0.670 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.944 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.124 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
230.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |