JP Morgan Put 515 PH 21.06.2024
/ DE000JK3BNH6
JP Morgan Put 515 PH 21.06.2024/ DE000JK3BNH6 /
| 2024-05-09 8:56:45 AM |
Chg.- |
Bid11:55:13 AM |
Ask11:55:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
- |
0.480
Bid Size: 500 |
0.780
Ask Size: 500 |
Parker Hannifin Corp |
515.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JK3BNH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
515.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-69.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
-4.24 |
| Time value: |
0.75 |
| Break-even: |
470.15 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.28 |
| Spread %: |
58.82% |
| Delta: |
-0.21 |
| Theta: |
-0.20 |
| Omega: |
-14.27 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.72% |
| 1 Month |
|
|
-43.75% |
| 3 Months |
|
|
-77.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
0.720 |
| 1M High / 1M Low: |
1.880 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
