JP Morgan Put 100 EMR 20.06.2025
/ DE000JK3M080
JP Morgan Put 100 EMR 20.06.2025/ DE000JK3M080 /
2024-09-20 11:21:55 AM |
Chg.- |
Bid9:31:29 AM |
Ask9:31:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
- |
0.960 Bid Size: 5,000 |
1.030 Ask Size: 5,000 |
Emerson Electric Co |
100.00 USD |
2025-06-20 |
Put |
Master data
WKN: |
JK3M08 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-02-12 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.22 |
Parity: |
-0.46 |
Time value: |
1.02 |
Break-even: |
79.41 |
Moneyness: |
0.95 |
Premium: |
0.16 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.07 |
Spread %: |
7.37% |
Delta: |
-0.35 |
Theta: |
-0.02 |
Omega: |
-3.22 |
Rho: |
-0.32 |
Quote data
Open: |
0.950 |
High: |
0.950 |
Low: |
0.950 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.64% |
1 Month |
|
|
-6.86% |
3 Months |
|
|
-9.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.100 |
0.950 |
1M High / 1M Low: |
1.260 |
0.950 |
6M High / 6M Low: |
1.390 |
0.720 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.077 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.006 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.62% |
Volatility 6M: |
|
93.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |