JP Morgan Put 450 PH 16.08.2024/  DE000JB9S7V5  /

EUWAX
2024-07-30  10:36:44 AM Chg.+0.007 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.080EUR +9.59% -
Bid Size: -
-
Ask Size: -
Parker Hannifin Corp 450.00 USD 2024-08-16 Put
 

Master data

WKN: JB9S7V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Parker Hannifin Corp
Type: Warrant
Option type: Put
Strike price: 450.00 USD
Maturity: 2024-08-16
Issue date: 2024-01-11
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -84.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.22
Parity: -9.11
Time value: 0.60
Break-even: 409.93
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 41.99
Spread abs.: 0.51
Spread %: 531.58%
Delta: -0.12
Theta: -0.54
Omega: -10.15
Rho: -0.03
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.073
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.61%
1 Month
  -82.98%
3 Months
  -88.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.073
1M High / 1M Low: 0.580 0.066
6M High / 6M Low: 3.040 0.066
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.228
Avg. volume 1M:   0.000
Avg. price 6M:   0.822
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   547.01%
Volatility 6M:   308.74%
Volatility 1Y:   -
Volatility 3Y:   -