JP Morgan Put 540 PH 20.12.2024
/ DE000JK93VX8
JP Morgan Put 540 PH 20.12.2024/ DE000JK93VX8 /
| 9/17/2024 10:16:15 AM |
Chg.-0.15 |
Bid6:39:14 PM |
Ask6:39:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.72EUR |
-8.02% |
1.65
Bid Size: 7,500 |
1.74
Ask Size: 7,500 |
Parker Hannifin Corp |
540.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JK93VX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
540.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
-5.10 |
| Time value: |
2.05 |
| Break-even: |
464.71 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.30 |
| Spread %: |
17.14% |
| Delta: |
-0.27 |
| Theta: |
-0.18 |
| Omega: |
-6.98 |
| Rho: |
-0.42 |
Quote data
| Open: |
1.72 |
| High: |
1.72 |
| Low: |
1.72 |
| Previous Close: |
1.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.56% |
| 1 Month |
|
|
-12.69% |
| 3 Months |
|
|
-69.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
1.87 |
| 1M High / 1M Low: |
2.48 |
1.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
