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JP Morgan Put 80 EMR 17.01.2025/  DE000JS56S36  /

EUWAX
2024-06-21  11:01:14 AM Chg.+0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.210EUR +5.00% -
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: -32.71
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.20
Parity: -2.14
Time value: 0.31
Break-even: 76.90
Moneyness: 0.79
Premium: 0.24
Premium p.a.: 0.46
Spread abs.: 0.09
Spread %: 40.91%
Delta: -0.16
Theta: -0.02
Omega: -5.29
Rho: -0.11
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+23.53%
3 Months
  -19.23%
YTD
  -63.16%
1 Year
  -80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.200
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:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.209
Avg. volume 1M:   0.000
Avg. price 6M:   0.360
Avg. volume 6M:   0.000
Avg. price 1Y:   0.587
Avg. volume 1Y:   0.000
Volatility 1M:   140.26%
Volatility 6M:   105.93%
Volatility 1Y:   90.65%
Volatility 3Y:   -