JP Morgan Put 560 PH 16.08.2024
/ DE000JK5WE81
JP Morgan Put 560 PH 16.08.2024/ DE000JK5WE81 /
| 2024-05-28 10:33:54 AM |
Chg.- |
Bid10:53:43 AM |
Ask10:53:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.77EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
560.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JK5WE8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
560.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
3.08 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
3.08 |
| Time value: |
1.36 |
| Break-even: |
471.67 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.20 |
| Spread %: |
4.72% |
| Delta: |
-0.61 |
| Theta: |
-0.14 |
| Omega: |
-6.71 |
| Rho: |
-0.74 |
Quote data
| Open: |
3.77 |
| High: |
3.77 |
| Low: |
3.77 |
| Previous Close: |
3.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.00% |
| 1 Month |
|
|
-3.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.26 |
3.25 |
| 1M High / 1M Low: |
5.23 |
2.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
