JP Morgan Put 600 PH 21.02.2025
/ DE000JT7GTV5
JP Morgan Put 600 PH 21.02.2025/ DE000JT7GTV5 /
9/5/2024 8:38:06 AM |
Chg.-0.11 |
Bid6:53:48 PM |
Ask6:53:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.50EUR |
-1.96% |
5.80 Bid Size: 10,000 |
5.90 Ask Size: 10,000 |
Parker Hannifin Corp |
600.00 USD |
2/21/2025 |
Put |
Master data
WKN: |
JT7GTV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
600.00 USD |
Maturity: |
2/21/2025 |
Issue date: |
8/27/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.09 |
Intrinsic value: |
2.08 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
2.08 |
Time value: |
3.70 |
Break-even: |
483.71 |
Moneyness: |
1.04 |
Premium: |
0.07 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.30 |
Spread %: |
5.47% |
Delta: |
-0.49 |
Theta: |
-0.12 |
Omega: |
-4.39 |
Rho: |
-1.44 |
Quote data
Open: |
5.50 |
High: |
5.50 |
Low: |
5.50 |
Previous Close: |
5.61 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.35% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.61 |
4.21 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |