JP Morgan Put 540 PH 20.12.2024
/ DE000JK93VX8
JP Morgan Put 540 PH 20.12.2024/ DE000JK93VX8 /
10/9/2024 10:19:00 AM |
Chg.-0.030 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.960EUR |
-3.03% |
- Bid Size: - |
- Ask Size: - |
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: |
-46.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.24 |
Parity: |
-7.96 |
Time value: |
1.24 |
Break-even: |
479.60 |
Moneyness: |
0.86 |
Premium: |
0.16 |
Premium p.a.: |
1.13 |
Spread abs.: |
0.30 |
Spread %: |
31.91% |
Delta: |
-0.18 |
Theta: |
-0.20 |
Omega: |
-8.52 |
Rho: |
-0.23 |
Quote data
Open: |
0.960 |
High: |
0.960 |
Low: |
0.960 |
Previous Close: |
0.990 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.73% |
1 Month |
|
|
-60.66% |
3 Months |
|
|
-81.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.100 |
0.920 |
1M High / 1M Low: |
2.440 |
0.920 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.998 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.400 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |