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: |
|
- |
