JP Morgan Put 475 PH 15.11.2024
/ DE000JK6M182
JP Morgan Put 475 PH 15.11.2024/ DE000JK6M182 /
| 2024-07-30 11:57:42 AM |
Chg.- |
Bid4:00:44 PM |
Ask4:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
- |
1.11
Bid Size: 7,500 |
1.21
Ask Size: 7,500 |
Parker Hannifin Corp |
475.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK6M18 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
475.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-35.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
-7.05 |
| Time value: |
1.44 |
| Break-even: |
424.75 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.28 |
| Spread %: |
23.81% |
| Delta: |
-0.20 |
| Theta: |
-0.14 |
| Omega: |
-7.19 |
| Rho: |
-0.35 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.03% |
| 1 Month |
|
|
-46.75% |
| 3 Months |
|
|
-39.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.16 |
| 1M High / 1M Low: |
2.26 |
0.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
