JP Morgan Put 510 PH 20.12.2024
/ DE000JK93VT6
JP Morgan Put 510 PH 20.12.2024/ DE000JK93VT6 /
| 2024-08-01 10:07:50 AM |
Chg.-0.36 |
Bid11:22:21 AM |
Ask11:22:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
-14.69% |
2.09
Bid Size: 250 |
2.39
Ask Size: 250 |
Parker Hannifin Corp |
510.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JK93VT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
510.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
-4.73 |
| Time value: |
2.53 |
| Break-even: |
445.88 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.30 |
| Spread %: |
13.45% |
| Delta: |
-0.28 |
| Theta: |
-0.13 |
| Omega: |
-5.81 |
| Rho: |
-0.67 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.02% |
| 1 Month |
|
|
-46.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.03 |
2.36 |
| 1M High / 1M Low: |
4.28 |
2.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
