JP Morgan Put 520 PH 19.07.2024
/ DE000JK97QZ4
JP Morgan Put 520 PH 19.07.2024/ DE000JK97QZ4 /
2024-06-27 2:15:14 PM |
Chg.+0.35 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.14EUR |
+19.55% |
- Bid Size: - |
- Ask Size: - |
Parker Hannifin Corp |
520.00 USD |
2024-07-19 |
Put |
Master data
WKN: |
JK97QZ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
520.00 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: |
-21.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.96 |
Intrinsic value: |
1.63 |
Implied volatility: |
0.28 |
Historic volatility: |
0.22 |
Parity: |
1.63 |
Time value: |
0.58 |
Break-even: |
464.80 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.19 |
Spread %: |
9.26% |
Delta: |
-0.67 |
Theta: |
-0.23 |
Omega: |
-14.17 |
Rho: |
-0.20 |
Quote data
Open: |
2.14 |
High: |
2.14 |
Low: |
2.14 |
Previous Close: |
1.79 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.93% |
1 Month |
|
|
+64.62% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.17 |
1.79 |
1M High / 1M Low: |
2.62 |
1.30 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.07 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.84 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
408.34% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |