JP Morgan Put 520 PH 19.07.2024
/ DE000JK97QZ4
JP Morgan Put 520 PH 19.07.2024/ DE000JK97QZ4 /
| 05/07/2024 16:08:48 |
Chg.+0.55 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
+45.08% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
520.00 USD |
19/07/2024 |
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: |
19/07/2024 |
| Issue date: |
20/05/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
1.34 |
| Time value: |
0.50 |
| Break-even: |
461.37 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.18 |
| Spread %: |
11.17% |
| Delta: |
-0.67 |
| Theta: |
-0.34 |
| Omega: |
-17.04 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.16 |
| High: |
1.77 |
| Low: |
1.10 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.76% |
| 1 Month |
|
|
-2.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
1.22 |
| 1M High / 1M Low: |
2.62 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
416.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
