JP Morgan Put 115 EMR 21.06.2024
/ DE000JK6JWL5
JP Morgan Put 115 EMR 21.06.2024/ DE000JK6JWL5 /
| 2024-06-05 11:13:43 AM |
Chg.+0.140 |
Bid9:22:07 PM |
Ask9:22:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+22.58% |
0.650
Bid Size: 50,000 |
-
Ask Size: - |
Emerson Electric Co |
115.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JK6JWL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
- |
| Historic volatility: |
0.20 |
| Parity: |
0.75 |
| Time value: |
-0.11 |
| Break-even: |
99.28 |
| Moneyness: |
1.08 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.22 |
| Spread abs.: |
-0.13 |
| Spread %: |
-16.88% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.10% |
| 1 Month |
|
|
-24.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.420 |
| 1M High / 1M Low: |
1.010 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
