JP Morgan Put 545 PH 20.09.2024
/ DE000JT6B4U8
JP Morgan Put 545 PH 20.09.2024/ DE000JT6B4U8 /
05/09/2024 11:08:59 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
- |
- Bid Size: - |
- Ask Size: - |
Parker Hannifin Corp |
545.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
JT6B4U |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
545.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
25/07/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-66.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.24 |
Parity: |
-2.72 |
Time value: |
0.78 |
Break-even: |
482.67 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
4.51 |
Spread abs.: |
0.27 |
Spread %: |
52.63% |
Delta: |
-0.26 |
Theta: |
-0.54 |
Omega: |
-17.14 |
Rho: |
-0.05 |
Quote data
Open: |
0.500 |
High: |
0.500 |
Low: |
0.500 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+92.31% |
1 Month |
|
|
-87.78% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.120 |
1M High / 1M Low: |
4.090 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.336 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.969 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,474.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |