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JP Morgan Put 75 EMR 17.01.2025/  DE000JS56S28  /

EUWAX
2024-06-07  12:17:01 PM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.170EUR +6.25% -
Bid Size: -		 -
Ask Size: -		 Emerson Electric Co 75.00 - 2025-01-17 Put
 

Master data

WKN: JS56S2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Put
Strike price: 75.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -38.45
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.20
Parity: -2.50
Time value: 0.26
Break-even: 72.40
Moneyness: 0.75
Premium: 0.28
Premium p.a.: 0.49
Spread abs.: 0.10
Spread %: 62.50%
Delta: -0.13
Theta: -0.01
Omega: -5.17
Rho: -0.10
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month  
+13.33%
3 Months
  -32.00%
YTD
  -61.36%
1 Year
  -82.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.180 0.130
6M High / 6M Low: 0.610 0.130
High (YTD): 2024-01-16 0.530
Low (YTD): 2024-05-28 0.130
52W High: 2023-06-09 0.980
52W Low: 2024-05-28 0.130
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.146
Avg. volume 1M:   0.000
Avg. price 6M:   0.300
Avg. volume 6M:   0.000
Avg. price 1Y:   0.489
Avg. volume 1Y:   0.000
Volatility 1M:   135.55%
Volatility 6M:   108.91%
Volatility 1Y:   92.42%
Volatility 3Y:   -