JP Morgan Put 110 EMR 20.12.2024
/ DE000JK775N8
JP Morgan Put 110 EMR 20.12.2024/ DE000JK775N8 /
| 2024-06-17 12:50:17 PM |
Chg.+0.09 |
Bid2024-06-17 |
Ask2024-06-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
+8.41% |
1.16
Bid Size: 5,000 |
1.20
Ask Size: 5,000 |
Emerson Electric Co |
110.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JK775N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
0.33 |
| Time value: |
0.78 |
| Break-even: |
91.66 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.05 |
| Spread %: |
4.39% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-4.21 |
| Rho: |
-0.29 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
+27.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
1.03 |
| 1M High / 1M Low: |
1.12 |
0.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
