JP Morgan Put 70 EMR 17.01.2025
/ DE000JS56RZ1
JP Morgan Put 70 EMR 17.01.2025/ DE000JS56RZ1 /
13/08/2024 11:23:05 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
- |
- Bid Size: - |
- Ask Size: - |
Emerson Electric Co |
70.00 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
10/02/2023 |
Last trading day: |
13/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-46.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.22 |
Parity: |
-2.23 |
Time value: |
0.20 |
Break-even: |
68.00 |
Moneyness: |
0.76 |
Premium: |
0.26 |
Premium p.a.: |
0.88 |
Spread abs.: |
0.08 |
Spread %: |
66.67% |
Delta: |
-0.13 |
Theta: |
-0.02 |
Omega: |
-5.94 |
Rho: |
-0.05 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+20.00% |
3 Months |
|
|
0.00% |
YTD |
|
|
-64.71% |
1 Year |
|
|
-72.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.180 |
0.120 |
6M High / 6M Low: |
0.190 |
0.048 |
High (YTD): |
17/01/2024 |
0.400 |
Low (YTD): |
16/07/2024 |
0.048 |
52W High: |
27/10/2023 |
0.660 |
52W Low: |
16/07/2024 |
0.048 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.144 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.124 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.280 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
334.35% |
Volatility 6M: |
|
194.84% |
Volatility 1Y: |
|
152.28% |
Volatility 3Y: |
|
- |