JP Morgan Put 505 PH 21.06.2024
/ DE000JK3BNF0
JP Morgan Put 505 PH 21.06.2024/ DE000JK3BNF0 /
2024-06-14 8:58:22 AM |
Chg.- |
Bid8:08:53 AM |
Ask8:08:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
- |
0.880 Bid Size: 500 |
1.080 Ask Size: 500 |
Parker Hannifin Corp |
505.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
JK3BNF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Parker Hannifin Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
505.00 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: |
-42.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.52 |
Historic volatility: |
0.22 |
Parity: |
0.16 |
Time value: |
0.94 |
Break-even: |
460.85 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
5.10 |
Spread abs.: |
0.20 |
Spread %: |
22.22% |
Delta: |
-0.51 |
Theta: |
-1.26 |
Omega: |
-21.84 |
Rho: |
-0.03 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-68.09% |
1 Month |
|
|
-68.09% |
3 Months |
|
|
-91.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.140 |
1M High / 1M Low: |
0.910 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.268 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.465 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
805.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |