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JP Morgan Put 80 EMR 17.01.2025/  DE000JS56S36  /

EUWAX
2024-06-14  11:38:00 AM Chg.0.000 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.210EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Emerson Electric Co 80.00 - 2025-01-17 Put
 

Master data

WKN: JS56S3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -30.14
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.20
Parity: -1.95
Time value: 0.33
Break-even: 76.70
Moneyness: 0.80
Premium: 0.23
Premium p.a.: 0.42
Spread abs.: 0.09
Spread %: 37.50%
Delta: -0.17
Theta: -0.02
Omega: -5.26
Rho: -0.12
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month  
+5.00%
3 Months
  -32.26%
YTD
  -63.16%
1 Year
  -79.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: 0.240 0.170
6M High / 6M Low: 0.680 0.170
High (YTD): 2024-01-17 0.680
Low (YTD): 2024-05-23 0.170
52W High: 2023-06-23 1.050
52W Low: 2024-05-23 0.170
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.203
Avg. volume 1M:   0.000
Avg. price 6M:   0.376
Avg. volume 6M:   0.000
Avg. price 1Y:   0.601
Avg. volume 1Y:   0.000
Volatility 1M:   133.61%
Volatility 6M:   102.42%
Volatility 1Y:   88.86%
Volatility 3Y:   -