JP Morgan Put 460 PH 20.12.2024
/ DE000JK93VN9
JP Morgan Put 460 PH 20.12.2024/ DE000JK93VN9 /
| 31/07/2024 10:16:15 |
Chg.-0.03 |
Bid16:06:44 |
Ask16:06:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-2.42% |
1.14
Bid Size: 7,500 |
1.29
Ask Size: 7,500 |
Parker Hannifin Corp |
460.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK93VN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
460.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
-8.43 |
| Time value: |
1.63 |
| Break-even: |
409.04 |
| Moneyness: |
0.83 |
| Premium: |
0.20 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.46 |
| Spread %: |
39.68% |
| Delta: |
-0.19 |
| Theta: |
-0.12 |
| Omega: |
-6.02 |
| Rho: |
-0.44 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.22% |
| 1 Month |
|
|
-41.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.15 |
| 1M High / 1M Low: |
2.31 |
0.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
