JP Morgan Put 85 EMR 20.06.2025
/ DE000JB7JU36
JP Morgan Put 85 EMR 20.06.2025/ DE000JB7JU36 /
| 2024-06-21 9:53:35 AM |
Chg.+0.030 |
Bid8:03:15 PM |
Ask8:03:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+5.56% |
0.560
Bid Size: 75,000 |
0.590
Ask Size: 75,000 |
Emerson Electric Co |
85.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JB7JU3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.20 |
| Parity: |
-2.16 |
| Time value: |
0.66 |
| Break-even: |
72.80 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.10 |
| Spread %: |
17.86% |
| Delta: |
-0.20 |
| Theta: |
-0.02 |
| Omega: |
-3.09 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.64% |
| 1 Month |
|
|
+14.00% |
| 3 Months |
|
|
+1.79% |
| YTD |
|
|
-38.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.540 |
| 1M High / 1M Low: |
0.600 |
0.480 |
| 6M High / 6M Low: |
1.100 |
0.440 |
| High (YTD): |
2024-01-17 |
1.100 |
| Low (YTD): |
2024-05-10 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.702 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.79% |
| Volatility 6M: |
|
73.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
