JP Morgan Call 100 EMR 17.01.2025
/ DE000JS7SYX7
JP Morgan Call 100 EMR 17.01.2025/ DE000JS7SYX7 /
| 7/26/2024 11:35:16 AM |
Chg.+0.08 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
+4.15% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
100.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JS7SYX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/10/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.20 |
| Parity: |
0.76 |
| Time value: |
1.44 |
| Break-even: |
122.00 |
| Moneyness: |
1.08 |
| Premium: |
0.13 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.08 |
| Spread %: |
3.77% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
3.25 |
| Rho: |
0.24 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
1.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.47% |
| 1 Month |
|
|
+23.31% |
| 3 Months |
|
|
+6.35% |
| YTD |
|
|
+53.44% |
| 1 Year |
|
|
+63.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.93 |
| 1M High / 1M Low: |
2.23 |
1.57 |
| 6M High / 6M Low: |
2.29 |
1.02 |
| High (YTD): |
4/8/2024 |
2.29 |
| Low (YTD): |
2/5/2024 |
1.02 |
| 52W High: |
4/8/2024 |
2.29 |
| 52W Low: |
11/7/2023 |
0.80 |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.59 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
89.98% |
| Volatility 6M: |
|
100.81% |
| Volatility 1Y: |
|
92.65% |
| Volatility 3Y: |
|
- |
