JP Morgan Put 700 PH 17.01.2025
/ DE000JV886M2
JP Morgan Put 700 PH 17.01.2025/ DE000JV886M2 /
| 27/12/2024 08:22:35 |
Chg.-0.21 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.61EUR |
-4.36% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
700.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JV886M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
700.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
03/12/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.76 |
| Intrinsic value: |
4.66 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
4.66 |
| Time value: |
0.51 |
| Break-even: |
619.95 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.11 |
| Spread %: |
2.08% |
| Delta: |
-0.79 |
| Theta: |
-0.32 |
| Omega: |
-9.49 |
| Rho: |
-0.31 |
Quote data
| Open: |
4.61 |
| High: |
4.61 |
| Low: |
4.61 |
| Previous Close: |
4.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.76% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.21 |
4.82 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.52 |
| 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: |
|
- |
