JP Morgan Put 100 EMR 17.01.2025
/ DE000JB2FWL3
JP Morgan Put 100 EMR 17.01.2025/ DE000JB2FWL3 /
| 2024-07-26 9:24:21 AM |
Chg.-0.010 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-2.04% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
100.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB2FWL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-13 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.20 |
| Parity: |
-1.55 |
| Time value: |
0.48 |
| Break-even: |
87.33 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.07 |
| Spread %: |
18.18% |
| Delta: |
-0.23 |
| Theta: |
-0.02 |
| Omega: |
-5.14 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-29.41% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
-63.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.410 |
| 1M High / 1M Low: |
0.690 |
0.390 |
| 6M High / 6M Low: |
1.480 |
0.390 |
| High (YTD): |
2024-01-17 |
1.550 |
| Low (YTD): |
2024-07-18 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.779 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.62% |
| Volatility 6M: |
|
99.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
