JP Morgan Put 95 EMR 17.01.2025
/ DE000JL893L2
JP Morgan Put 95 EMR 17.01.2025/ DE000JL893L2 /
| 26/07/2024 10:45:40 |
Chg.-0.020 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-5.56% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
95.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JL893L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
04/08/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.20 |
| Parity: |
-2.01 |
| Time value: |
0.38 |
| Break-even: |
83.73 |
| Moneyness: |
0.81 |
| Premium: |
0.22 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.08 |
| Spread %: |
28.13% |
| Delta: |
-0.18 |
| Theta: |
-0.02 |
| Omega: |
-5.27 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.03% |
| 1 Month |
|
|
-34.62% |
| 3 Months |
|
|
-46.03% |
| YTD |
|
|
-69.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.300 |
| 1M High / 1M Low: |
0.520 |
0.290 |
| 6M High / 6M Low: |
1.290 |
0.290 |
| High (YTD): |
17/01/2024 |
1.300 |
| Low (YTD): |
18/07/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.617 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.82% |
| Volatility 6M: |
|
99.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
