JP Morgan Call 110 EMR 17.01.2025
/ DE000JS7SYZ2
JP Morgan Call 110 EMR 17.01.2025/ DE000JS7SYZ2 /
| 6/28/2024 11:21:16 AM |
Chg.+0.11 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
+10.78% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
110.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
2/10/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.20 |
| Parity: |
-0.72 |
| Time value: |
1.28 |
| Break-even: |
122.80 |
| Moneyness: |
0.93 |
| Premium: |
0.19 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.06 |
| Spread %: |
4.92% |
| Delta: |
0.52 |
| Theta: |
-0.04 |
| Omega: |
4.18 |
| Rho: |
0.23 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.88% |
| 1 Month |
|
|
-15.67% |
| 3 Months |
|
|
-32.34% |
| YTD |
|
|
+24.18% |
| 1 Year |
|
|
+26.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.02 |
| 1M High / 1M Low: |
1.45 |
1.02 |
| 6M High / 6M Low: |
1.75 |
0.65 |
| High (YTD): |
4/8/2024 |
1.75 |
| Low (YTD): |
2/5/2024 |
0.65 |
| 52W High: |
4/8/2024 |
1.75 |
| 52W Low: |
11/8/2023 |
0.49 |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.11 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
107.91% |
| Volatility 6M: |
|
127.25% |
| Volatility 1Y: |
|
116.89% |
| Volatility 3Y: |
|
- |
