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JP Morgan Put 75 EMR 20.06.2025/  DE000JB7JU10  /

EUWAX
2024-09-25  10:11:27 AM Chg.-0.010 Bid4:12:22 PM Ask4:12:22 PM Underlying Strike price Expiration date Option type
0.230EUR -4.17% 0.240
Bid Size: 50,000		 0.270
Ask Size: 50,000		 Emerson Electric Co 75.00 USD 2025-06-20 Put
 

Master data

WKN: JB7JU1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Put
Strike price: 75.00 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: -32.22
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.22
Parity: -2.80
Time value: 0.29
Break-even: 64.07
Moneyness: 0.71
Premium: 0.33
Premium p.a.: 0.47
Spread abs.: 0.09
Spread %: 43.48%
Delta: -0.13
Theta: -0.01
Omega: -4.14
Rho: -0.11
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month
  -14.81%
3 Months
  -28.13%
YTD
  -62.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.240
1M High / 1M Low: 0.390 0.240
6M High / 6M Low: 0.480 0.210
High (YTD): 2024-01-17 0.740
Low (YTD): 2024-07-30 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   0.324
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.99%
Volatility 6M:   125.19%
Volatility 1Y:   -
Volatility 3Y:   -