JP Morgan Put 27.5 ERJ 17.01.2025
/ DE000JK97HA6
JP Morgan Put 27.5 ERJ 17.01.2025/ DE000JK97HA6 /
| 11/10/2024 12:48:27 |
Chg.-0.007 |
Bid19:29:04 |
Ask19:29:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.093EUR |
-7.00% |
0.100
Bid Size: 50,000 |
0.160
Ask Size: 50,000 |
Embraer SA |
27.50 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JK97HA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.50 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
20/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.37 |
| Parity: |
-0.56 |
| Time value: |
0.24 |
| Break-even: |
22.75 |
| Moneyness: |
0.82 |
| Premium: |
0.26 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.15 |
| Spread %: |
160.87% |
| Delta: |
-0.24 |
| Theta: |
-0.02 |
| Omega: |
-3.10 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.093 |
| High: |
0.093 |
| Low: |
0.093 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.45% |
| 1 Month |
|
|
-22.50% |
| 3 Months |
|
|
-64.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.100 |
| 1M High / 1M Low: |
0.120 |
0.065 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
