JP Morgan Put 450 PH 15.11.2024
/ DE000JK6M133
JP Morgan Put 450 PH 15.11.2024/ DE000JK6M133 /
| 7/30/2024 11:57:42 AM |
Chg.- |
Bid4:07:14 PM |
Ask4:07:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
- |
0.710
Bid Size: 7,500 |
0.810
Ask Size: 7,500 |
Parker Hannifin Corp |
450.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK6M13 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
4/12/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-45.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
-9.36 |
| Time value: |
1.12 |
| Break-even: |
404.86 |
| Moneyness: |
0.82 |
| Premium: |
0.21 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.30 |
| Spread %: |
36.59% |
| Delta: |
-0.16 |
| Theta: |
-0.13 |
| Omega: |
-7.12 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.11% |
| 1 Month |
|
|
-49.04% |
| 3 Months |
|
|
-45.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.740 |
| 1M High / 1M Low: |
1.530 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
