JP Morgan Put 560 PH 20.12.2024
/ DE000JT4UVU1
JP Morgan Put 560 PH 20.12.2024/ DE000JT4UVU1 /
10/9/2024 11:28:40 AM |
Chg.- |
Bid6:49:11 PM |
Ask6:49:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.33EUR |
- |
1.21 Bid Size: 7,500 |
1.31 Ask Size: 7,500 |
Parker Hannifin Corp |
560.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JT4UVU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
560.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
7/18/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-42.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.24 |
Parity: |
-6.65 |
Time value: |
1.37 |
Break-even: |
498.10 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
0.95 |
Spread abs.: |
0.27 |
Spread %: |
25.00% |
Delta: |
-0.21 |
Theta: |
-0.20 |
Omega: |
-8.92 |
Rho: |
-0.26 |
Quote data
Open: |
1.33 |
High: |
1.33 |
Low: |
1.33 |
Previous Close: |
1.32 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.34% |
1 Month |
|
|
-55.52% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.42 |
1.32 |
1M High / 1M Low: |
2.99 |
1.32 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.36 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.78 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |