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JP Morgan Put 90 EMR 17.01.2025/  DE000JL53970  /

EUWAX
2024-07-08  10:28:10 AM Chg.0.000 Bid7:15:07 PM Ask7:15:07 PM Underlying Strike price Expiration date Option type
0.330EUR 0.00% 0.320
Bid Size: 50,000		 0.340
Ask Size: 50,000		 Emerson Electric Co 90.00 - 2025-01-17 Put
 

Master data

WKN: JL5397
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Put
Strike price: 90.00 -
Maturity: 2025-01-17
Issue date: 2023-06-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.66
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.20
Parity: -1.11
Time value: 0.41
Break-even: 85.90
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.30
Spread abs.: 0.07
Spread %: 20.59%
Delta: -0.25
Theta: -0.02
Omega: -6.11
Rho: -0.15
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.94%
1 Month
  -21.43%
3 Months
  -26.67%
YTD
  -63.74%
1 Year
  -76.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.330
1M High / 1M Low: 0.440 0.330
6M High / 6M Low: 1.090 0.310
High (YTD): 2024-01-17 1.090
Low (YTD): 2024-05-23 0.310
52W High: 2023-10-27 1.450
52W Low: 2024-05-23 0.310
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.381
Avg. volume 1M:   0.000
Avg. price 6M:   0.567
Avg. volume 6M:   0.000
Avg. price 1Y:   0.860
Avg. volume 1Y:   0.000
Volatility 1M:   139.57%
Volatility 6M:   103.60%
Volatility 1Y:   84.83%
Volatility 3Y:   -