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JP Morgan Put 95 EMR 17.01.2025/  DE000JL893L2  /

EUWAX
2024-09-23  10:42:32 AM Chg.- Bid8:38:34 AM Ask8:38:34 AM Underlying Strike price Expiration date Option type
0.410EUR - 0.390
Bid Size: 5,000		 0.430
Ask Size: 5,000		 Emerson Electric Co 95.00 USD 2025-01-17 Put
 

Master data

WKN: JL893L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Put
Strike price: 95.00 USD
Maturity: 2025-01-17
Issue date: 2023-08-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.49
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.22
Parity: -0.90
Time value: 0.44
Break-even: 81.10
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.53
Spread abs.: 0.04
Spread %: 10.00%
Delta: -0.28
Theta: -0.03
Omega: -5.99
Rho: -0.10
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.00%
1 Month
  -12.77%
3 Months
  -19.61%
YTD
  -63.06%
1 Year
  -68.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.410
1M High / 1M Low: 0.700 0.410
6M High / 6M Low: 0.810 0.290
High (YTD): 2024-01-17 1.300
Low (YTD): 2024-07-18 0.290
52W High: 2023-10-27 1.690
52W Low: 2024-07-18 0.290
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.517
Avg. volume 1M:   0.000
Avg. price 6M:   0.513
Avg. volume 6M:   0.000
Avg. price 1Y:   0.853
Avg. volume 1Y:   0.000
Volatility 1M:   152.72%
Volatility 6M:   152.33%
Volatility 1Y:   117.97%
Volatility 3Y:   -