JP Morgan Put 500 PH 21.02.2025
/ DE000JT4WBX3
JP Morgan Put 500 PH 21.02.2025/ DE000JT4WBX3 /
| 9/6/2024 10:59:20 AM |
Chg.+0.10 |
Bid4:00:11 PM |
Ask4:00:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
+4.93% |
1.95
Bid Size: 7,500 |
2.10
Ask Size: 7,500 |
Parker Hannifin Corp |
500.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
JT4WBX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
7/18/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
-6.77 |
| Time value: |
2.58 |
| Break-even: |
424.20 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.50 |
| Spread %: |
24.04% |
| Delta: |
-0.25 |
| Theta: |
-0.13 |
| Omega: |
-4.96 |
| Rho: |
-0.71 |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
2.13 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.54% |
| 1 Month |
|
|
-49.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.37 |
| 1M High / 1M Low: |
4.25 |
1.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
