JP Morgan Put 565 PH 15.11.2024
/ DE000JK7HSM3
JP Morgan Put 565 PH 15.11.2024/ DE000JK7HSM3 /
08/10/2024 11:50:17 |
Chg.+0.030 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
+3.37% |
- Bid Size: - |
- Ask Size: - |
Parker Hannifin Corp |
565.00 USD |
15/11/2024 |
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: |
15/11/2024 |
Issue date: |
12/04/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-51.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.24 |
Parity: |
-5.90 |
Time value: |
1.12 |
Break-even: |
503.63 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
2.03 |
Spread abs.: |
0.27 |
Spread %: |
32.26% |
Delta: |
-0.21 |
Theta: |
-0.32 |
Omega: |
-10.73 |
Rho: |
-0.14 |
Quote data
Open: |
0.920 |
High: |
0.920 |
Low: |
0.920 |
Previous Close: |
0.890 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.60% |
1 Month |
|
|
-66.91% |
3 Months |
|
|
-85.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.090 |
0.890 |
1M High / 1M Low: |
2.780 |
0.890 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.986 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.527 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |