JP Morgan Put 275 ROK 19.07.2024
/ DE000JB7U2B6
JP Morgan Put 275 ROK 19.07.2024/ DE000JB7U2B6 /
| 2024-05-22 11:05:25 AM |
Chg.+0.03 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
+2.44% |
-
Bid Size: - |
-
Ask Size: - |
Rockwell Automation ... |
275.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JB7U2B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
275.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.28 |
| Parity: |
0.43 |
| Time value: |
0.82 |
| Break-even: |
240.93 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.09 |
| Spread %: |
8.00% |
| Delta: |
-0.52 |
| Theta: |
-0.08 |
| Omega: |
-10.37 |
| Rho: |
-0.22 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.79% |
| 1 Month |
|
|
-37.93% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
+5.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.04 |
| 1M High / 1M Low: |
2.03 |
1.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-01 |
2.77 |
| Low (YTD): |
2024-05-16 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
