JP Morgan Put 580 PH 21.02.2025
/ DE000JT4WC85
JP Morgan Put 580 PH 21.02.2025/ DE000JT4WC85 /
08/10/2024 11:20:40 |
Chg.-0.05 |
Bid07:52:07 |
Ask07:52:07 |
Underlying |
Strike price |
Expiration date |
Option type |
2.75EUR |
-1.79% |
- Bid Size: - |
- Ask Size: - |
Parker Hannifin Corp |
580.00 USD |
21/02/2025 |
Put |
Master data
WKN: |
JT4WC8 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
580.00 USD |
Maturity: |
21/02/2025 |
Issue date: |
18/07/2024 |
Last trading day: |
20/02/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-20.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.24 |
Parity: |
-4.53 |
Time value: |
2.79 |
Break-even: |
500.62 |
Moneyness: |
0.92 |
Premium: |
0.13 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.27 |
Spread %: |
10.87% |
Delta: |
-0.30 |
Theta: |
-0.15 |
Omega: |
-6.14 |
Rho: |
-0.74 |
Quote data
Open: |
2.75 |
High: |
2.75 |
Low: |
2.75 |
Previous Close: |
2.80 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.85% |
1 Month |
|
|
-42.11% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.87 |
2.75 |
1M High / 1M Low: |
4.75 |
2.68 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.82 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |