JP Morgan Put 540 PH 16.05.2025
/ DE000JV3BWF8
JP Morgan Put 540 PH 16.05.2025/ DE000JV3BWF8 /
| 12/11/2024 10:42:42 |
Chg.- |
Bid08:26:00 |
Ask08:26:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
- |
1.09
Bid Size: 500 |
1.79
Ask Size: 500 |
Parker Hannifin Corp |
540.00 USD |
16/05/2025 |
Put |
Master data
| WKN: |
JV3BWF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
540.00 USD |
| Maturity: |
16/05/2025 |
| Issue date: |
14/10/2024 |
| Last trading day: |
15/05/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
-15.77 |
| Time value: |
1.70 |
| Break-even: |
489.42 |
| Moneyness: |
0.76 |
| Premium: |
0.26 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.70 |
| Spread %: |
70.00% |
| Delta: |
-0.14 |
| Theta: |
-0.11 |
| Omega: |
-5.48 |
| Rho: |
-0.56 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.11% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
0.98 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
