JP Morgan Put 470 PH 20.12.2024
/ DE000JK93VP4
JP Morgan Put 470 PH 20.12.2024/ DE000JK93VP4 /
| 7/16/2024 10:15:59 AM |
Chg.-0.05 |
Bid7:52:32 PM |
Ask7:52:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
-3.38% |
1.17
Bid Size: 7,500 |
1.32
Ask Size: 7,500 |
Parker Hannifin Corp |
470.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
-6.86 |
| Time value: |
1.91 |
| Break-even: |
412.16 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.50 |
| Spread %: |
35.46% |
| Delta: |
-0.22 |
| Theta: |
-0.11 |
| Omega: |
-5.86 |
| Rho: |
-0.56 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.73% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.26 |
1.48 |
| 1M High / 1M Low: |
2.83 |
1.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
