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JP Morgan Put 85 EMR 17.01.2025/  DE000JS7SYV1  /

EUWAX
10/8/2024  11:36:35 AM Chg.-0.010 Bid11:36:35 AM Ask11:36:35 AM Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.120
Bid Size: 3,000		 0.190
Ask Size: 3,000		 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: -53.96
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.22
Parity: -1.75
Time value: 0.19
Break-even: 83.10
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.87
Spread abs.: 0.07
Spread %: 58.33%
Delta: -0.15
Theta: -0.02
Omega: -8.19
Rho: -0.05
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -65.71%
3 Months
  -50.00%
YTD
  -83.56%
1 Year
  -87.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.370 0.130
6M High / 6M Low: 0.470 0.130
High (YTD): 1/16/2024 0.860
Low (YTD): 10/7/2024 0.130
52W High: 10/27/2023 1.220
52W Low: 10/7/2024 0.130
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.220
Avg. volume 1M:   0.000
Avg. price 6M:   0.271
Avg. volume 6M:   0.000
Avg. price 1Y:   0.515
Avg. volume 1Y:   0.000
Volatility 1M:   103.84%
Volatility 6M:   179.13%
Volatility 1Y:   139.89%
Volatility 3Y:   -