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JP Morgan Put 85 EMR 17.01.2025/  DE000JS7SYV1  /

EUWAX
2024-06-14  11:41:32 AM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.290EUR +3.57% -
Bid Size: -		 -
Ask Size: -		 Emerson Electric Co 85.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.86
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.20
Parity: -1.45
Time value: 0.40
Break-even: 81.00
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.33
Spread abs.: 0.08
Spread %: 25.00%
Delta: -0.22
Theta: -0.02
Omega: -5.43
Rho: -0.15
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.45%
1 Month  
+11.54%
3 Months
  -27.50%
YTD
  -60.27%
1 Year
  -76.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.280
1M High / 1M Low: 0.320 0.230
6M High / 6M Low: 0.860 0.230
High (YTD): 2024-01-16 0.860
Low (YTD): 2024-05-23 0.230
52W High: 2023-06-20 1.260
52W Low: 2024-05-23 0.230
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.276
Avg. volume 1M:   0.000
Avg. price 6M:   0.488
Avg. volume 6M:   0.000
Avg. price 1Y:   0.750
Avg. volume 1Y:   0.000
Volatility 1M:   137.62%
Volatility 6M:   97.42%
Volatility 1Y:   84.01%
Volatility 3Y:   -