JP Morgan Put 440 PAR 21.02.2025
/ DE000JT31KU8
JP Morgan Put 440 PAR 21.02.2025/ DE000JT31KU8 /
8/12/2024 11:54:50 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.28EUR |
- |
- Bid Size: - |
- Ask Size: - |
PARKER-HANNIFIN DL... |
440.00 - |
2/21/2025 |
Put |
Master data
WKN: |
JT31KU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
PARKER-HANNIFIN DL-,50 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
440.00 - |
Maturity: |
2/21/2025 |
Issue date: |
7/19/2024 |
Last trading day: |
8/13/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-30.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.24 |
Parity: |
-7.77 |
Time value: |
1.69 |
Break-even: |
423.10 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.50 |
Spread %: |
42.02% |
Delta: |
-0.20 |
Theta: |
-0.10 |
Omega: |
-6.21 |
Rho: |
-0.56 |
Quote data
Open: |
1.28 |
High: |
1.28 |
Low: |
1.28 |
Previous Close: |
1.35 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-42.60% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.23 |
1.28 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.69 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
145.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |