JP Morgan Put 540 PH 15.11.2024
/ DE000JK7HSC4
JP Morgan Put 540 PH 15.11.2024/ DE000JK7HSC4 /
| 2024-07-31 4:13:32 PM |
Chg.-0.32 |
Bid4:53:47 PM |
Ask4:53:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.89EUR |
-9.97% |
2.88
Bid Size: 10,000 |
2.96
Ask Size: 10,000 |
Parker Hannifin Corp |
540.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK7HSC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
540.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
-1.04 |
| Time value: |
3.54 |
| Break-even: |
463.88 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.30 |
| Spread %: |
9.26% |
| Delta: |
-0.40 |
| Theta: |
-0.17 |
| Omega: |
-5.76 |
| Rho: |
-0.70 |
Quote data
| Open: |
2.89 |
| High: |
2.89 |
| Low: |
2.89 |
| Previous Close: |
3.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.67% |
| 1 Month |
|
|
-44.64% |
| 3 Months |
|
|
-29.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.82 |
3.01 |
| 1M High / 1M Low: |
5.49 |
2.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
