JP Morgan Put 110 EMR 20.06.2025
/ DE000JK4XYA0
JP Morgan Put 110 EMR 20.06.2025/ DE000JK4XYA0 /
| 7/24/2024 12:28:21 PM |
Chg.+0.03 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+2.75% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
110.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JK4XYA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
3/7/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
-0.70 |
| Time value: |
1.11 |
| Break-even: |
90.32 |
| Moneyness: |
0.94 |
| Premium: |
0.17 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.09 |
| Spread %: |
9.09% |
| Delta: |
-0.33 |
| Theta: |
-0.02 |
| Omega: |
-3.19 |
| Rho: |
-0.42 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
-20.57% |
| 3 Months |
|
|
-25.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
1.08 |
| 1M High / 1M Low: |
1.48 |
1.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
