JP Morgan Put 100 EMR 20.09.2024
/ DE000JK22D65
JP Morgan Put 100 EMR 20.09.2024/ DE000JK22D65 /
| 2024-09-06 10:52:53 AM |
Chg.+0.060 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+25.00% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
100.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK22D6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
0.16 |
| Time value: |
0.18 |
| Break-even: |
86.78 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.03 |
| Spread %: |
8.57% |
| Delta: |
-0.58 |
| Theta: |
-0.09 |
| Omega: |
-14.93 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
-30.23% |
| 3 Months |
|
|
-26.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.100 |
| 1M High / 1M Low: |
0.580 |
0.100 |
| 6M High / 6M Low: |
0.620 |
0.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.349 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
500.49% |
| Volatility 6M: |
|
300.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
