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JP Morgan Put 70 EMR 17.01.2025/  DE000JS56RZ1  /

EUWAX
2024-07-29  11:22:18 AM Chg.-0.005 Bid5:23:12 PM Ask5:23:12 PM Underlying Strike price Expiration date Option type
0.072EUR -6.49% 0.073
Bid Size: 50,000		 0.110
Ask Size: 50,000		 Emerson Electric Co 70.00 - 2025-01-17 Put
 

Master data

WKN: JS56RZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -48.94
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.20
Parity: -3.77
Time value: 0.22
Break-even: 67.80
Moneyness: 0.65
Premium: 0.37
Premium p.a.: 0.95
Spread abs.: 0.15
Spread %: 201.37%
Delta: -0.09
Theta: -0.02
Omega: -4.53
Rho: -0.06
 

Quote data

Open: 0.072
High: 0.072
Low: 0.072
Previous Close: 0.077
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.49%
1 Month
  -34.55%
3 Months
  -52.00%
YTD
  -78.82%
1 Year
  -86.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.077
1M High / 1M Low: 0.110 0.048
6M High / 6M Low: 0.380 0.048
High (YTD): 2024-01-17 0.400
Low (YTD): 2024-07-16 0.048
52W High: 2023-10-27 0.660
52W Low: 2024-07-16 0.048
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.152
Avg. volume 6M:   0.000
Avg. price 1Y:   0.307
Avg. volume 1Y:   0.000
Volatility 1M:   310.52%
Volatility 6M:   164.51%
Volatility 1Y:   129.97%
Volatility 3Y:   -