JP Morgan Put 24 ERJ 17.01.2025
/ DE000JK81XB5
JP Morgan Put 24 ERJ 17.01.2025/ DE000JK81XB5 /
| 2024-09-26 9:39:02 AM |
Chg.+0.002 |
Bid3:24:02 PM |
Ask3:24:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.031EUR |
+6.90% |
0.030
Bid Size: 2,000 |
0.230
Ask Size: 2,000 |
Embraer SA |
24.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JK81XB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.36 |
| Parity: |
-1.13 |
| Time value: |
0.23 |
| Break-even: |
19.26 |
| Moneyness: |
0.66 |
| Premium: |
0.41 |
| Premium p.a.: |
2.06 |
| Spread abs.: |
0.20 |
| Spread %: |
596.97% |
| Delta: |
-0.16 |
| Theta: |
-0.02 |
| Omega: |
-2.25 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.031 |
| High: |
0.031 |
| Low: |
0.031 |
| Previous Close: |
0.029 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.19% |
| 1 Month |
|
|
-48.33% |
| 3 Months |
|
|
-83.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.042 |
0.029 |
| 1M High / 1M Low: |
0.064 |
0.029 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
