JP Morgan Put 28 ERJ 21.03.2025
/ DE000JT04Z88
JP Morgan Put 28 ERJ 21.03.2025/ DE000JT04Z88 /
| 11/15/2024 10:18:18 AM |
Chg.+0.011 |
Bid8:58:59 PM |
Ask8:58:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
+15.71% |
0.082
Bid Size: 30,000 |
0.180
Ask Size: 30,000 |
Embraer SA |
28.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
JT04Z8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
6/5/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.39 |
| Parity: |
-0.97 |
| Time value: |
0.28 |
| Break-even: |
23.79 |
| Moneyness: |
0.73 |
| Premium: |
0.34 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.20 |
| Spread %: |
254.43% |
| Delta: |
-0.19 |
| Theta: |
-0.02 |
| Omega: |
-2.51 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.081 |
| High: |
0.081 |
| Low: |
0.081 |
| Previous Close: |
0.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.99% |
| 1 Month |
|
|
-52.35% |
| 3 Months |
|
|
-66.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.091 |
0.070 |
| 1M High / 1M Low: |
0.180 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.133 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
