JP Morgan Put 540 PH 16.08.2024
/ DE000JK4NP07
JP Morgan Put 540 PH 16.08.2024/ DE000JK4NP07 /
| 2024-07-31 12:37:06 PM |
Chg.-0.26 |
Bid4:57:09 PM |
Ask4:57:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-17.69% |
1.13
Bid Size: 10,000 |
1.20
Ask Size: 10,000 |
Parker Hannifin Corp |
540.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JK4NP0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
540.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.22 |
| Parity: |
-1.04 |
| Time value: |
1.68 |
| Break-even: |
482.48 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
2.27 |
| Spread abs.: |
0.20 |
| Spread %: |
13.51% |
| Delta: |
-0.40 |
| Theta: |
-0.65 |
| Omega: |
-12.09 |
| Rho: |
-0.10 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.12% |
| 1 Month |
|
|
-67.12% |
| 3 Months |
|
|
-59.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
1.25 |
| 1M High / 1M Low: |
3.94 |
1.02 |
| 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: |
|
2.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
353.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
