JP Morgan Put 24 ERJ 17.04.2025
/ DE000JT7ND33
JP Morgan Put 24 ERJ 17.04.2025/ DE000JT7ND33 /
| 15/11/2024 08:42:33 |
Chg.+0.004 |
Bid19:08:28 |
Ask19:08:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
+8.70% |
0.052
Bid Size: 25,000 |
0.200
Ask Size: 25,000 |
Embraer SA |
24.00 USD |
17/04/2025 |
Put |
Master data
| WKN: |
JT7ND3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 USD |
| Maturity: |
17/04/2025 |
| Issue date: |
20/08/2024 |
| Last trading day: |
16/04/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.39 |
| Parity: |
-1.35 |
| Time value: |
0.35 |
| Break-even: |
19.29 |
| Moneyness: |
0.63 |
| Premium: |
0.47 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.30 |
| Spread %: |
614.29% |
| Delta: |
-0.16 |
| Theta: |
-0.02 |
| Omega: |
-1.64 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.050 |
| High: |
0.050 |
| Low: |
0.050 |
| Previous Close: |
0.046 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.43% |
| 1 Month |
|
|
-46.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.043 |
| 1M High / 1M Low: |
0.097 |
0.043 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.076 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
