JP Morgan Put 565 PH 15.11.2024
/ DE000JK7HSM3
JP Morgan Put 565 PH 15.11.2024/ DE000JK7HSM3 /
| 2024-07-29 11:37:05 AM |
Chg.- |
Bid11:43:37 AM |
Ask11:43:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.06EUR |
- |
4.34
Bid Size: 500 |
4.64
Ask Size: 500 |
Parker Hannifin Corp |
565.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK7HSM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
565.00 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: |
-11.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
1.52 |
| Time value: |
2.89 |
| Break-even: |
478.13 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.28 |
| Spread %: |
6.71% |
| Delta: |
-0.50 |
| Theta: |
-0.15 |
| Omega: |
-5.76 |
| Rho: |
-0.88 |
Quote data
| Open: |
4.06 |
| High: |
4.06 |
| Low: |
4.06 |
| Previous Close: |
4.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.25% |
| 1 Month |
|
|
-39.49% |
| 3 Months |
|
|
-22.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.08 |
4.06 |
| 1M High / 1M Low: |
7.03 |
3.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
