JP Morgan Put 530 PH 21.02.2025
/ DE000JT4WC02
JP Morgan Put 530 PH 21.02.2025/ DE000JT4WC02 /
| 09/10/2024 11:29:09 |
Chg.0.00 |
Bid19:15:29 |
Ask19:15:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
0.00% |
1.41
Bid Size: 7,500 |
1.56
Ask Size: 7,500 |
Parker Hannifin Corp |
530.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
JT4WC0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
530.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
18/07/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
-8.87 |
| Time value: |
1.83 |
| Break-even: |
464.58 |
| Moneyness: |
0.84 |
| Premium: |
0.19 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.46 |
| Spread %: |
33.11% |
| Delta: |
-0.20 |
| Theta: |
-0.14 |
| Omega: |
-6.25 |
| Rho: |
-0.49 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.94% |
| 1 Month |
|
|
-47.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.54 |
| 1M High / 1M Low: |
2.93 |
1.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
