JP Morgan Put 110 EMR 20.12.2024
/ DE000JK775N8
JP Morgan Put 110 EMR 20.12.2024/ DE000JK775N8 /
16/08/2024 12:41:57 |
Chg.-0.07 |
Bid21:23:37 |
Ask21:23:37 |
Underlying |
Strike price |
Expiration date |
Option type |
1.04EUR |
-6.31% |
1.08 Bid Size: 75,000 |
1.10 Ask Size: 75,000 |
Emerson Electric Co |
110.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
JK775N |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
22/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.52 |
Implied volatility: |
0.35 |
Historic volatility: |
0.22 |
Parity: |
0.52 |
Time value: |
0.49 |
Break-even: |
90.13 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.04 |
Spread %: |
3.74% |
Delta: |
-0.54 |
Theta: |
-0.02 |
Omega: |
-5.05 |
Rho: |
-0.21 |
Quote data
Open: |
1.04 |
High: |
1.04 |
Low: |
1.04 |
Previous Close: |
1.11 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.57% |
1 Month |
|
|
+67.74% |
3 Months |
|
|
+22.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.21 |
1.11 |
1M High / 1M Low: |
1.46 |
0.62 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.90 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
203.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |