JP Morgan Put 495 PH 15.11.2024
/ DE000JK6M1C8
JP Morgan Put 495 PH 15.11.2024/ DE000JK6M1C8 /
8/1/2024 11:29:36 AM |
Chg.-0.20 |
Bid3:52:05 PM |
Ask3:52:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.34EUR |
-12.99% |
1.43 Bid Size: 7,500 |
1.53 Ask Size: 7,500 |
Parker Hannifin Corp |
495.00 USD |
11/15/2024 |
Put |
Master data
WKN: |
JK6M1C |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
495.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
4/12/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-31.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.22 |
Parity: |
-6.11 |
Time value: |
1.64 |
Break-even: |
440.97 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.28 |
Spread %: |
20.41% |
Delta: |
-0.23 |
Theta: |
-0.14 |
Omega: |
-7.24 |
Rho: |
-0.39 |
Quote data
Open: |
1.34 |
High: |
1.34 |
Low: |
1.34 |
Previous Close: |
1.54 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.89% |
1 Month |
|
|
-54.88% |
3 Months |
|
|
-47.66% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.09 |
1.54 |
1M High / 1M Low: |
3.00 |
1.29 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.73 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.12 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
206.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |