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JP Morgan Call 115 EMR 17.01.2025/  DE000JS7SZ00  /

EUWAX
08/11/2024  11:54:13 Chg.-0.01 Bid07:50:57 Ask07:50:57 Underlying Strike price Expiration date Option type
1.45EUR -0.68% 1.45
Bid Size: 2,000		 1.55
Ask Size: 2,000		 Emerson Electric Co 115.00 - 17/01/2025 Call
 

Master data

WKN: JS7SZ0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.92
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.38
Implied volatility: 0.64
Historic volatility: 0.24
Parity: 0.38
Time value: 1.12
Break-even: 130.00
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 0.63
Spread abs.: 0.05
Spread %: 3.45%
Delta: 0.61
Theta: -0.10
Omega: 4.82
Rho: 0.11
 

Quote data

Open: 1.45
High: 1.45
Low: 1.45
Previous Close: 1.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+168.52%
1 Month  
+119.70%
3 Months  
+116.42%
YTD  
+98.63%
1 Year  
+281.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.46 0.58
1M High / 1M Low: 1.46 0.52
6M High / 6M Low: 1.46 0.32
High (YTD): 08/04/2024 1.52
Low (YTD): 11/09/2024 0.32
52W High: 08/04/2024 1.52
52W Low: 11/09/2024 0.32
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   0.70
Avg. volume 1M:   0.00
Avg. price 6M:   0.83
Avg. volume 6M:   0.00
Avg. price 1Y:   0.87
Avg. volume 1Y:   0.00
Volatility 1M:   349.17%
Volatility 6M:   191.62%
Volatility 1Y:   173.27%
Volatility 3Y:   -