JP Morgan Put 90 EMR 17.01.2025
/ DE000JL53970
JP Morgan Put 90 EMR 17.01.2025/ DE000JL53970 /
| 2024-06-07 10:50:23 AM |
Chg.+0.020 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+5.00% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
90.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL5397 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
-1.00 |
| Time value: |
0.47 |
| Break-even: |
85.30 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.07 |
| Spread %: |
17.50% |
| Delta: |
-0.26 |
| Theta: |
-0.02 |
| Omega: |
-5.64 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.51% |
| 1 Month |
|
|
+27.27% |
| 3 Months |
|
|
-22.22% |
| YTD |
|
|
-53.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.340 |
| 1M High / 1M Low: |
0.430 |
0.310 |
| 6M High / 6M Low: |
1.170 |
0.310 |
| High (YTD): |
2024-01-17 |
1.090 |
| Low (YTD): |
2024-05-23 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.355 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.651 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.64% |
| Volatility 6M: |
|
93.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
