JP Morgan Put 75 EMR 17.01.2025
/ DE000JS56S28
JP Morgan Put 75 EMR 17.01.2025/ DE000JS56S28 /
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 |
|
|
+21.43% |
1 Month |
|
|
+21.43% |
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: |
2023-06-12 |
0.970 |
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: |
|
0.487 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
136.16% |
Volatility 6M: |
|
108.91% |
Volatility 1Y: |
|
92.60% |
Volatility 3Y: |
|
- |