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JP Morgan Put 90 EMR 17.01.2025/  DE000JL53970  /

EUWAX
04/09/2024  10:04:04 Chg.+0.130 Bid16:27:18 Ask16:27:18 Underlying Strike price Expiration date Option type
0.420EUR +44.83% 0.430
Bid Size: 75,000		 0.450
Ask Size: 75,000		 Emerson Electric Co 90.00 - 17/01/2025 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: 17/01/2025
Issue date: 29/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.52
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.22
Parity: -0.23
Time value: 0.45
Break-even: 85.50
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 9.76%
Delta: -0.38
Theta: -0.02
Omega: -7.73
Rho: -0.15
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.53%
1 Month  
+31.25%
3 Months  
+5.00%
YTD
  -53.85%
1 Year
  -59.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.290
1M High / 1M Low: 0.620 0.290
6M High / 6M Low: 0.620 0.210
High (YTD): 17/01/2024 1.090
Low (YTD): 18/07/2024 0.210
52W High: 27/10/2023 1.450
52W Low: 18/07/2024 0.210
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.399
Avg. volume 6M:   0.000
Avg. price 1Y:   0.725
Avg. volume 1Y:   0.000
Volatility 1M:   201.60%
Volatility 6M:   153.44%
Volatility 1Y:   120.88%
Volatility 3Y:   -