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: |
|
- |
