JP Morgan Put 470 PH 20.12.2024
/ DE000JK93VP4
JP Morgan Put 470 PH 20.12.2024/ DE000JK93VP4 /
9/6/2024 10:15:54 AM |
Chg.+0.090 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+10.47% |
- Bid Size: - |
- Ask Size: - |
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: |
-42.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.24 |
Parity: |
-9.14 |
Time value: |
1.20 |
Break-even: |
411.99 |
Moneyness: |
0.82 |
Premium: |
0.20 |
Premium p.a.: |
0.90 |
Spread abs.: |
0.27 |
Spread %: |
29.13% |
Delta: |
-0.16 |
Theta: |
-0.14 |
Omega: |
-7.05 |
Rho: |
-0.28 |
Quote data
Open: |
0.950 |
High: |
0.950 |
Low: |
0.950 |
Previous Close: |
0.860 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+61.02% |
1 Month |
|
|
-59.40% |
3 Months |
|
|
-57.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.500 |
1M High / 1M Low: |
2.690 |
0.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.754 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.952 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
359.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |