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JP Morgan Call 110 EMR 17.01.2025/  DE000JS7SYZ2  /

EUWAX
2024-06-27  1:08:48 PM Chg.-0.15 Bid5:15:58 PM Ask5:15:58 PM Underlying Strike price Expiration date Option type
1.02EUR -12.82% 1.09
Bid Size: 75,000		 1.11
Ask Size: 75,000		 Emerson Electric Co 110.00 - 2025-01-17 Call
 

Master data

WKN: JS7SYZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.64
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.20
Parity: -1.06
Time value: 1.15
Break-even: 121.50
Moneyness: 0.90
Premium: 0.22
Premium p.a.: 0.43
Spread abs.: 0.06
Spread %: 5.50%
Delta: 0.49
Theta: -0.04
Omega: 4.21
Rho: 0.21
 

Quote data

Open: 1.02
High: 1.02
Low: 1.02
Previous Close: 1.17
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.82%
1 Month
  -30.61%
3 Months
  -34.62%
YTD  
+12.09%
1 Year  
+18.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.17 1.14
1M High / 1M Low: 1.48 1.05
6M High / 6M Low: 1.75 0.65
High (YTD): 2024-04-08 1.75
Low (YTD): 2024-02-05 0.65
52W High: 2024-04-08 1.75
52W Low: 2023-11-08 0.49
Avg. price 1W:   1.16
Avg. volume 1W:   0.00
Avg. price 1M:   1.21
Avg. volume 1M:   0.00
Avg. price 6M:   1.26
Avg. volume 6M:   0.00
Avg. price 1Y:   1.10
Avg. volume 1Y:   0.00
Volatility 1M:   95.46%
Volatility 6M:   124.60%
Volatility 1Y:   115.96%
Volatility 3Y:   -