JP Morgan Put 90 EMR 20.12.2024/  DE000JK775J6  /

EUWAX
2024-07-26  12:36:30 PM Chg.-0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.210EUR -12.50% -
Bid Size: -
-
Ask Size: -
Emerson Electric Co 90.00 USD 2024-12-20 Put
 

Master data

WKN: JK775J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Put
Strike price: 90.00 USD
Maturity: 2024-12-20
Issue date: 2024-04-22
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -38.95
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.20
Parity: -2.47
Time value: 0.28
Break-even: 80.14
Moneyness: 0.77
Premium: 0.26
Premium p.a.: 0.77
Spread abs.: 0.09
Spread %: 50.00%
Delta: -0.14
Theta: -0.02
Omega: -5.61
Rho: -0.07
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month
  -32.26%
3 Months
  -53.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.180
1M High / 1M Low: 0.310 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.228
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -