JP Morgan Put 245 ROK 21.06.2024
/ DE000JB63RD0
JP Morgan Put 245 ROK 21.06.2024/ DE000JB63RD0 /
| 07/06/2024 10:30:49 |
Chg.+0.040 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+23.53% |
-
Bid Size: - |
-
Ask Size: - |
Rockwell Automation ... |
245.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
JB63RD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
245.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
17/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-71.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
-0.94 |
| Time value: |
0.33 |
| Break-even: |
221.64 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
2.97 |
| Spread abs.: |
0.10 |
| Spread %: |
43.48% |
| Delta: |
-0.28 |
| Theta: |
-0.21 |
| Omega: |
-19.88 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.59% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-59.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.170 |
| 1M High / 1M Low: |
0.380 |
0.130 |
| 6M High / 6M Low: |
1.160 |
0.130 |
| High (YTD): |
07/02/2024 |
1.160 |
| Low (YTD): |
16/05/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.526 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
507.38% |
| Volatility 6M: |
|
358.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
