JP Morgan Put 505 PH 16.08.2024
/ DE000JK2FB88
JP Morgan Put 505 PH 16.08.2024/ DE000JK2FB88 /
| 2024-06-04 3:54:23 PM |
Chg.+0.64 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
+41.83% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
505.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JK2FB8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
505.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
-0.74 |
| Time value: |
2.36 |
| Break-even: |
439.39 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.20 |
| Spread %: |
9.26% |
| Delta: |
-0.41 |
| Theta: |
-0.17 |
| Omega: |
-8.17 |
| Rho: |
-0.43 |
Quote data
| Open: |
2.19 |
| High: |
2.19 |
| Low: |
2.17 |
| Previous Close: |
1.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.63% |
| 1 Month |
|
|
-4.41% |
| 3 Months |
|
|
-14.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.99 |
1.46 |
| 1M High / 1M Low: |
1.99 |
1.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
