JP Morgan Put 550 PAR 15.11.2024
/ DE000JK7HSF7
JP Morgan Put 550 PAR 15.11.2024/ DE000JK7HSF7 /
| 01/07/2024 11:30:10 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.66EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PARKER-HANNIFIN DL... |
550.00 - |
15/11/2024 |
Put |
Master data
| WKN: |
JK7HSF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PARKER-HANNIFIN DL-,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 - |
| Maturity: |
15/11/2024 |
| Issue date: |
12/04/2024 |
| Last trading day: |
02/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.32 |
| Intrinsic value: |
5.02 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
5.02 |
| Time value: |
1.29 |
| Break-even: |
486.90 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.30 |
| Spread %: |
4.99% |
| Delta: |
-0.65 |
| Theta: |
-0.10 |
| Omega: |
-5.12 |
| Rho: |
-1.29 |
Quote data
| Open: |
5.66 |
| High: |
5.66 |
| Low: |
5.66 |
| Previous Close: |
5.79 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+15.75% |
| 3 Months |
|
|
+2.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.24 |
5.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
