JP Morgan Put 220 ROK 18.10.2024
/ DE000JK854D2
JP Morgan Put 220 ROK 18.10.2024/ DE000JK854D2 /
| 2024-05-31 11:59:42 AM |
Chg.- |
Bid11:08:59 AM |
Ask11:08:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
- |
0.630
Bid Size: 500 |
0.780
Ask Size: 500 |
Rockwell Automation ... |
220.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK854D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
-3.46 |
| Time value: |
0.72 |
| Break-even: |
195.53 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.14 |
| Spread %: |
23.81% |
| Delta: |
-0.20 |
| Theta: |
-0.05 |
| Omega: |
-6.64 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.37% |
| 1 Month |
|
|
-2.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.530 |
| 1M High / 1M Low: |
0.720 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
