JP Morgan Put 480 PH 21.02.2025
/ DE000JT4VXN0
JP Morgan Put 480 PH 21.02.2025/ DE000JT4VXN0 /
| 31/07/2024 15:59:26 |
Chg.-0.20 |
Bid16:06:28 |
Ask16:06:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
-8.97% |
2.06
Bid Size: 10,000 |
2.21
Ask Size: 10,000 |
Parker Hannifin Corp |
480.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
JT4VXN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
18/07/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
-6.58 |
| Time value: |
2.73 |
| Break-even: |
416.50 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.50 |
| Spread %: |
22.42% |
| Delta: |
-0.25 |
| Theta: |
-0.11 |
| Omega: |
-4.68 |
| Rho: |
-0.87 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
2.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.69% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.61 |
2.13 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
