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JP Morgan Put 90 EMR 17.01.2025/  DE000JL53970  /

EUWAX
7/29/2024  10:27:59 AM Chg.-0.020 Bid8:49:38 PM Ask8:49:38 PM Underlying Strike price Expiration date Option type
0.230EUR -8.00% 0.220
Bid Size: 50,000		 0.250
Ask Size: 50,000		 Emerson Electric Co 90.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/29/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -32.62
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.20
Parity: -1.77
Time value: 0.33
Break-even: 86.70
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 0.46
Spread abs.: 0.10
Spread %: 43.48%
Delta: -0.19
Theta: -0.02
Omega: -6.15
Rho: -0.11
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -39.47%
3 Months
  -53.06%
YTD
  -74.73%
1 Year
  -81.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 0.390 0.210
6M High / 6M Low: 1.070 0.210
High (YTD): 1/17/2024 1.090
Low (YTD): 7/18/2024 0.210
52W High: 10/27/2023 1.450
52W Low: 7/18/2024 0.210
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.278
Avg. volume 1M:   0.000
Avg. price 6M:   0.479
Avg. volume 6M:   0.000
Avg. price 1Y:   0.802
Avg. volume 1Y:   0.000
Volatility 1M:   141.26%
Volatility 6M:   111.75%
Volatility 1Y:   90.22%
Volatility 3Y:   -