JP Morgan Put 85 EMR 20.06.2025
/ DE000JB7JU36
JP Morgan Put 85 EMR 20.06.2025/ DE000JB7JU36 /
| 25/07/2024 09:57:16 |
Chg.+0.050 |
Bid12:55:30 |
Ask12:55:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+13.51% |
0.430
Bid Size: 3,000 |
0.530
Ask Size: 3,000 |
Emerson Electric Co |
85.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JB7JU3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
06/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.20 |
| Parity: |
-2.68 |
| Time value: |
0.57 |
| Break-even: |
72.73 |
| Moneyness: |
0.75 |
| Premium: |
0.31 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.15 |
| Spread %: |
35.71% |
| Delta: |
-0.17 |
| Theta: |
-0.02 |
| Omega: |
-3.21 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.51% |
| 1 Month |
|
|
-20.75% |
| 3 Months |
|
|
-28.81% |
| YTD |
|
|
-54.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.360 |
| 1M High / 1M Low: |
0.600 |
0.360 |
| 6M High / 6M Low: |
1.060 |
0.360 |
| High (YTD): |
17/01/2024 |
1.100 |
| Low (YTD): |
23/07/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.610 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.98% |
| Volatility 6M: |
|
78.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
