JP Morgan Put 290 ROK 18.10.2024
/ DE000JK5GT84
JP Morgan Put 290 ROK 18.10.2024/ DE000JK5GT84 /
| 2024-05-31 12:16:28 PM |
Chg.-0.26 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.65EUR |
-6.65% |
-
Bid Size: - |
-
Ask Size: - |
Rockwell Automation ... |
290.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK5GT8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
290.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.30 |
| Intrinsic value: |
2.99 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
2.99 |
| Time value: |
0.45 |
| Break-even: |
232.84 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.14 |
| Spread %: |
4.18% |
| Delta: |
-0.68 |
| Theta: |
-0.04 |
| Omega: |
-4.68 |
| Rho: |
-0.75 |
Quote data
| Open: |
3.65 |
| High: |
3.65 |
| Low: |
3.65 |
| Previous Close: |
3.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.63% |
| 1 Month |
|
|
+4.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.91 |
3.18 |
| 1M High / 1M Low: |
3.91 |
2.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
