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JP Morgan Put 85 EMR 17.01.2025/  DE000JS7SYV1  /

EUWAX
7/29/2024  11:23:07 AM Chg.-0.010 Bid6:03:21 PM Ask6:03:21 PM Underlying Strike price Expiration date Option type
0.170EUR -5.56% 0.160
Bid Size: 50,000		 0.190
Ask Size: 50,000		 Emerson Electric Co 85.00 - 1/17/2025 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: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -39.87
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.20
Parity: -2.27
Time value: 0.27
Break-even: 82.30
Moneyness: 0.79
Premium: 0.24
Premium p.a.: 0.57
Spread abs.: 0.10
Spread %: 58.82%
Delta: -0.15
Theta: -0.02
Omega: -5.98
Rho: -0.09
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -39.29%
3 Months
  -54.05%
YTD
  -76.71%
1 Year
  -83.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.160
1M High / 1M Low: 0.290 0.140
6M High / 6M Low: 0.850 0.140
High (YTD): 1/16/2024 0.860
Low (YTD): 7/16/2024 0.140
52W High: 10/27/2023 1.220
52W Low: 7/16/2024 0.140
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.364
Avg. volume 6M:   0.000
Avg. price 1Y:   0.648
Avg. volume 1Y:   0.000
Volatility 1M:   160.16%
Volatility 6M:   119.00%
Volatility 1Y:   97.78%
Volatility 3Y:   -