JP Morgan Put 120 EMR 17.01.2025
/ DE000JT5E0N9
JP Morgan Put 120 EMR 17.01.2025/ DE000JT5E0N9 /
| 7/29/2024 11:02:54 AM |
Chg.-0.06 |
Bid4:59:54 PM |
Ask4:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-4.72% |
1.23
Bid Size: 75,000 |
1.25
Ask Size: 75,000 |
Emerson Electric Co |
120.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JT5E0N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
7/18/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.20 |
| Parity: |
0.29 |
| Time value: |
1.00 |
| Break-even: |
97.67 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.07 |
| Spread %: |
5.74% |
| Delta: |
-0.46 |
| Theta: |
-0.03 |
| Omega: |
-3.81 |
| Rho: |
-0.29 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.42% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.17 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
