JP Morgan Put 470 PH 20.12.2024
/ DE000JK93VP4
JP Morgan Put 470 PH 20.12.2024/ DE000JK93VP4 /
| 2024-07-08 10:07:48 AM |
Chg.+0.24 |
Bid8:51:29 PM |
Ask8:51:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
+11.54% |
2.29
Bid Size: 10,000 |
2.38
Ask Size: 10,000 |
Parker Hannifin Corp |
470.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JK93VP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
470.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
-3.28 |
| Time value: |
2.67 |
| Break-even: |
407.45 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.30 |
| Spread %: |
12.66% |
| Delta: |
-0.31 |
| Theta: |
-0.11 |
| Omega: |
-5.49 |
| Rho: |
-0.78 |
Quote data
| Open: |
2.32 |
| High: |
2.32 |
| Low: |
2.32 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.93% |
| 1 Month |
|
|
+4.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.64 |
2.08 |
| 1M High / 1M Low: |
2.83 |
1.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
