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JP Morgan Call 115 EMR 17.01.2025/  DE000JS7SZ00  /

EUWAX
04/09/2024  10:29:58 Chg.-0.080 Bid18:31:29 Ask18:31:29 Underlying Strike price Expiration date Option type
0.420EUR -16.00% 0.390
Bid Size: 75,000		 0.410
Ask Size: 75,000		 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: 19.24
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.22
Parity: -2.27
Time value: 0.48
Break-even: 119.80
Moneyness: 0.80
Premium: 0.30
Premium p.a.: 1.02
Spread abs.: 0.05
Spread %: 11.63%
Delta: 0.31
Theta: -0.04
Omega: 5.88
Rho: 0.09
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -60.75%
3 Months
  -57.58%
YTD
  -42.47%
1 Year
  -62.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.490
1M High / 1M Low: 0.970 0.490
6M High / 6M Low: 1.520 0.490
High (YTD): 08/04/2024 1.520
Low (YTD): 28/08/2024 0.490
52W High: 08/04/2024 1.520
52W Low: 07/11/2023 0.360
Avg. price 1W:   0.508
Avg. volume 1W:   0.000
Avg. price 1M:   0.603
Avg. volume 1M:   0.000
Avg. price 6M:   1.095
Avg. volume 6M:   0.000
Avg. price 1Y:   0.926
Avg. volume 1Y:   0.000
Volatility 1M:   156.68%
Volatility 6M:   114.51%
Volatility 1Y:   142.94%
Volatility 3Y:   -