JP Morgan Put 28 ERJ 18.10.2024
/ DE000JK97XP1
JP Morgan Put 28 ERJ 18.10.2024/ DE000JK97XP1 /
2024-09-26 10:16:26 AM |
Chg.0.000 |
Bid3:13:30 PM |
Ask3:13:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.003EUR |
0.00% |
0.003 Bid Size: 1,000 |
0.150 Ask Size: 1,000 |
Embraer SA |
28.00 USD |
2024-10-18 |
Put |
Master data
WKN: |
JK97XP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Embraer SA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
28.00 USD |
Maturity: |
2024-10-18 |
Issue date: |
2024-05-16 |
Last trading day: |
2024-10-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-24.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.46 |
Historic volatility: |
0.36 |
Parity: |
-0.77 |
Time value: |
0.13 |
Break-even: |
23.81 |
Moneyness: |
0.77 |
Premium: |
0.27 |
Premium p.a.: |
54.99 |
Spread abs.: |
0.13 |
Spread %: |
3,650.00% |
Delta: |
-0.18 |
Theta: |
-0.07 |
Omega: |
-4.32 |
Rho: |
0.00 |
Quote data
Open: |
0.003 |
High: |
0.003 |
Low: |
0.003 |
Previous Close: |
0.003 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-72.73% |
1 Month |
|
|
-93.62% |
3 Months |
|
|
-98.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.011 |
0.003 |
1M High / 1M Low: |
0.048 |
0.003 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.025 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
507.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |