JP Morgan Put 90 EMR 20.06.2025
/ DE000JB73LA8
JP Morgan Put 90 EMR 20.06.2025/ DE000JB73LA8 /
| 2024-07-25 8:42:24 AM |
Chg.+0.060 |
Bid6:10:23 PM |
Ask6:10:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+12.77% |
0.500
Bid Size: 50,000 |
0.540
Ask Size: 50,000 |
Emerson Electric Co |
90.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JB73LA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.20 |
| Parity: |
-2.22 |
| Time value: |
0.64 |
| Break-even: |
76.67 |
| Moneyness: |
0.79 |
| Premium: |
0.27 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.14 |
| Spread %: |
27.78% |
| Delta: |
-0.20 |
| Theta: |
-0.02 |
| Omega: |
-3.31 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.77% |
| 1 Month |
|
|
-19.70% |
| 3 Months |
|
|
-28.38% |
| YTD |
|
|
-52.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.460 |
| 1M High / 1M Low: |
0.750 |
0.460 |
| 6M High / 6M Low: |
1.250 |
0.460 |
| High (YTD): |
2024-01-17 |
1.300 |
| Low (YTD): |
2024-07-23 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.598 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.752 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.35% |
| Volatility 6M: |
|
77.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
