JP Morgan Put 545 PH 15.11.2024
/ DE000JK7HSE0
JP Morgan Put 545 PH 15.11.2024/ DE000JK7HSE0 /
| 2024-07-31 4:13:32 PM |
Chg.-0.34 |
Bid4:59:34 PM |
Ask4:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.08EUR |
-9.94% |
3.00
Bid Size: 10,000 |
3.08
Ask Size: 10,000 |
Parker Hannifin Corp |
545.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK7HSE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
545.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
-0.57 |
| Time value: |
3.75 |
| Break-even: |
466.40 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.30 |
| Spread %: |
8.70% |
| Delta: |
-0.42 |
| Theta: |
-0.17 |
| Omega: |
-5.67 |
| Rho: |
-0.73 |
Quote data
| Open: |
3.08 |
| High: |
3.08 |
| Low: |
3.08 |
| Previous Close: |
3.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.78% |
| 1 Month |
|
|
-44.00% |
| 3 Months |
|
|
-28.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.06 |
3.20 |
| 1M High / 1M Low: |
5.78 |
2.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
