JP Morgan Put 280 ROK 18.10.2024
/ DE000JK5G6E2
JP Morgan Put 280 ROK 18.10.2024/ DE000JK5G6E2 /
| 2024-06-07 10:42:22 AM |
Chg.+0.22 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.06EUR |
+7.75% |
-
Bid Size: - |
-
Ask Size: - |
Rockwell Automation ... |
280.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK5G6E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.72 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
2.23 |
| Time value: |
0.98 |
| Break-even: |
227.12 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
4.90% |
| Delta: |
-0.60 |
| Theta: |
-0.06 |
| Omega: |
-4.40 |
| Rho: |
-0.63 |
Quote data
| Open: |
3.06 |
| High: |
3.06 |
| Low: |
3.06 |
| Previous Close: |
2.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.00% |
| 1 Month |
|
|
+24.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.08 |
2.84 |
| 1M High / 1M Low: |
3.26 |
2.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
