JP Morgan Put 500 PH 19.07.2024
/ DE000JK97QX9
JP Morgan Put 500 PH 19.07.2024/ DE000JK97QX9 /
2024-06-27 2:15:11 PM |
Chg.+0.21 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.14EUR |
+22.58% |
- Bid Size: - |
- Ask Size: - |
Parker Hannifin Corp |
500.00 USD |
2024-07-19 |
Put |
Master data
WKN: |
JK97QX |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
500.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2024-05-20 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-36.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.22 |
Parity: |
-0.25 |
Time value: |
1.29 |
Break-even: |
455.27 |
Moneyness: |
0.99 |
Premium: |
0.03 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.20 |
Spread %: |
18.35% |
Delta: |
-0.45 |
Theta: |
-0.31 |
Omega: |
-16.29 |
Rho: |
-0.13 |
Quote data
Open: |
1.14 |
High: |
1.14 |
Low: |
1.14 |
Previous Close: |
0.93 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.32% |
1 Month |
|
|
+56.16% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.23 |
0.93 |
1M High / 1M Low: |
1.62 |
0.73 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.06 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
525.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |