JP Morgan Put 30 ERJ 17.01.2025
/ DE000JK97HF5
JP Morgan Put 30 ERJ 17.01.2025/ DE000JK97HF5 /
| 02/08/2024 11:42:33 |
Chg.+0.090 |
Bid21:46:09 |
Ask21:46:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+30.00% |
0.480
Bid Size: 75,000 |
0.560
Ask Size: 75,000 |
Embraer SA |
30.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JK97HF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 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: |
-5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.35 |
| Parity: |
0.06 |
| Time value: |
0.44 |
| Break-even: |
22.90 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.14 |
| Spread %: |
39.47% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-2.30 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-27.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.300 |
| 1M High / 1M Low: |
0.540 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.402 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
