JP Morgan Put 90 EMR 17.01.2025
/ DE000JL53970
JP Morgan Put 90 EMR 17.01.2025/ DE000JL53970 /
04/09/2024 10:04:04 |
Chg.+0.130 |
Bid16:27:18 |
Ask16:27:18 |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+44.83% |
0.430 Bid Size: 75,000 |
0.450 Ask Size: 75,000 |
Emerson Electric Co |
90.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JL5397 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 - |
Maturity: |
17/01/2025 |
Issue date: |
29/06/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-20.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.22 |
Parity: |
-0.23 |
Time value: |
0.45 |
Break-even: |
85.50 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.04 |
Spread %: |
9.76% |
Delta: |
-0.38 |
Theta: |
-0.02 |
Omega: |
-7.73 |
Rho: |
-0.15 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+23.53% |
1 Month |
|
|
+31.25% |
3 Months |
|
|
+5.00% |
YTD |
|
|
-53.85% |
1 Year |
|
|
-59.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.290 |
1M High / 1M Low: |
0.620 |
0.290 |
6M High / 6M Low: |
0.620 |
0.210 |
High (YTD): |
17/01/2024 |
1.090 |
Low (YTD): |
18/07/2024 |
0.210 |
52W High: |
27/10/2023 |
1.450 |
52W Low: |
18/07/2024 |
0.210 |
Avg. price 1W: |
|
0.318 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.395 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.399 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.725 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
201.60% |
Volatility 6M: |
|
153.44% |
Volatility 1Y: |
|
120.88% |
Volatility 3Y: |
|
- |