JP Morgan Put 24 ERJ 18.10.2024
/ DE000JK8ZQ99
JP Morgan Put 24 ERJ 18.10.2024/ DE000JK8ZQ99 /
| 02/08/2024 09:21:21 |
Chg.+0.029 |
Bid21:55:01 |
Ask21:55:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
+65.91% |
0.110
Bid Size: 5,000 |
0.190
Ask Size: 5,000 |
Embraer SA |
24.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JK8ZQ9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
08/05/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.35 |
| Parity: |
-0.50 |
| Time value: |
0.16 |
| Break-even: |
20.67 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
1.79 |
| Spread abs.: |
0.09 |
| Spread %: |
142.86% |
| Delta: |
-0.22 |
| Theta: |
-0.02 |
| Omega: |
-3.89 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.073 |
| High: |
0.073 |
| Low: |
0.073 |
| Previous Close: |
0.044 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.98% |
| 1 Month |
|
|
-51.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.082 |
0.044 |
| 1M High / 1M Low: |
0.150 |
0.044 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
