JP Morgan Put 420 PH 16.08.2024
/ DE000JB9S7N2
JP Morgan Put 420 PH 16.08.2024/ DE000JB9S7N2 /
| 04/06/2024 10:43:31 |
Chg.+0.110 |
Bid21:11:18 |
Ask21:11:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+52.38% |
0.310
Bid Size: 5,000 |
0.410
Ask Size: 5,000 |
Parker Hannifin Corp |
420.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
JB9S7N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-75.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.21 |
| Parity: |
-8.53 |
| Time value: |
0.62 |
| Break-even: |
378.86 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
1.43 |
| Spread abs.: |
0.30 |
| Spread %: |
93.75% |
| Delta: |
-0.12 |
| Theta: |
-0.12 |
| Omega: |
-9.41 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-54.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.200 |
| 1M High / 1M Low: |
0.390 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
