JP Morgan Put 540 PH 15.11.2024
/ DE000JK7HSC4
JP Morgan Put 540 PH 15.11.2024/ DE000JK7HSC4 /
10/10/2024 12:36:00 PM |
Chg.-0.050 |
Bid7:26:53 PM |
Ask7:26:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
-9.62% |
0.490 Bid Size: 5,000 |
0.590 Ask Size: 5,000 |
Parker Hannifin Corp |
540.00 USD |
11/15/2024 |
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: |
11/15/2024 |
Issue date: |
4/12/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-80.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.24 |
Parity: |
-8.48 |
Time value: |
0.72 |
Break-even: |
486.31 |
Moneyness: |
0.85 |
Premium: |
0.16 |
Premium p.a.: |
3.47 |
Spread abs.: |
0.27 |
Spread %: |
61.22% |
Delta: |
-0.14 |
Theta: |
-0.28 |
Omega: |
-11.24 |
Rho: |
-0.09 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.69% |
1 Month |
|
|
-74.18% |
3 Months |
|
|
-90.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.520 |
1M High / 1M Low: |
1.820 |
0.520 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.578 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.938 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |