JP Morgan Put 480 PH 15.11.2024
/ DE000JK6M190
JP Morgan Put 480 PH 15.11.2024/ DE000JK6M190 /
06/09/2024 11:24:55 |
Chg.+0.080 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
+11.11% |
- Bid Size: - |
- Ask Size: - |
Parker Hannifin Corp |
480.00 USD |
15/11/2024 |
Put |
Master data
WKN: |
JK6M19 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
480.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
12/04/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-53.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.24 |
Parity: |
-8.57 |
Time value: |
0.96 |
Break-even: |
422.37 |
Moneyness: |
0.83 |
Premium: |
0.18 |
Premium p.a.: |
1.41 |
Spread abs.: |
0.27 |
Spread %: |
38.96% |
Delta: |
-0.16 |
Theta: |
-0.17 |
Omega: |
-8.39 |
Rho: |
-0.17 |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
0.720 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+63.27% |
1 Month |
|
|
-66.94% |
3 Months |
|
|
-64.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.400 |
1M High / 1M Low: |
2.420 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.560 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.849 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
374.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |