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JP Morgan Put 85 EMR 17.01.2025/  DE000JS7SYV1  /

EUWAX
6/21/2024  11:03:06 AM Chg.+0.020 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.290EUR +7.41% -
Bid Size: -		 -
Ask Size: -		 Emerson Electric Co 85.00 - 1/17/2025 Put
 

Master data

WKN: JS7SYV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Put
Strike price: 85.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -27.40
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.20
Parity: -1.64
Time value: 0.37
Break-even: 81.30
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.37
Spread abs.: 0.08
Spread %: 27.59%
Delta: -0.20
Theta: -0.02
Omega: -5.50
Rho: -0.14
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+16.00%
3 Months
  -17.14%
YTD
  -60.27%
1 Year
  -76.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.270
1M High / 1M Low: 0.320 0.230
6M High / 6M Low: 0.860 0.230
High (YTD): 1/16/2024 0.860
Low (YTD): 5/23/2024 0.230
52W High: 6/23/2023 1.250
52W Low: 5/23/2024 0.230
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.282
Avg. volume 1M:   0.000
Avg. price 6M:   0.471
Avg. volume 6M:   0.000
Avg. price 1Y:   0.735
Avg. volume 1Y:   0.000
Volatility 1M:   141.59%
Volatility 6M:   99.83%
Volatility 1Y:   85.34%
Volatility 3Y:   -