JP Morgan Put 90 EMR 20.06.2025
/ DE000JB73LA8
JP Morgan Put 90 EMR 20.06.2025/ DE000JB73LA8 /
| 2024-09-20 8:54:13 AM |
Chg.-0.030 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-4.69% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
90.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JB73LA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
-1.36 |
| Time value: |
0.60 |
| Break-even: |
74.62 |
| Moneyness: |
0.86 |
| Premium: |
0.21 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.06 |
| Spread %: |
11.67% |
| Delta: |
-0.25 |
| Theta: |
-0.02 |
| Omega: |
-3.88 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.28% |
| 1 Month |
|
|
-7.58% |
| 3 Months |
|
|
-14.08% |
| YTD |
|
|
-45.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.610 |
| 1M High / 1M Low: |
0.850 |
0.610 |
| 6M High / 6M Low: |
0.950 |
0.460 |
| High (YTD): |
2024-01-17 |
1.300 |
| Low (YTD): |
2024-07-23 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.673 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.81% |
| Volatility 6M: |
|
108.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
