JP Morgan Put 530 PH 15.11.2024
/ DE000JK6M1K1
JP Morgan Put 530 PH 15.11.2024/ DE000JK6M1K1 /
| 06/09/2024 11:24:55 |
Chg.+0.13 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
+7.98% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
530.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK6M1K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
530.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
12/04/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
-3.73 |
| Time value: |
1.87 |
| Break-even: |
459.44 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.18 |
| Spread %: |
10.70% |
| Delta: |
-0.29 |
| Theta: |
-0.21 |
| Omega: |
-8.07 |
| Rho: |
-0.32 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.15% |
| 1 Month |
|
|
-55.67% |
| 3 Months |
|
|
-57.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
0.99 |
| 1M High / 1M Low: |
3.97 |
0.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
309.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
