JP Morgan Call 115 EMR 17.01.2025
/ DE000JS7SZ00
JP Morgan Call 115 EMR 17.01.2025/ DE000JS7SZ00 /
| 7/29/2024 11:23:08 AM |
Chg.+0.09 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+7.38% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
115.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
2/10/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.20 |
| Parity: |
-0.73 |
| Time value: |
1.37 |
| Break-even: |
128.70 |
| Moneyness: |
0.94 |
| Premium: |
0.20 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.07 |
| Spread %: |
5.38% |
| Delta: |
0.52 |
| Theta: |
-0.05 |
| Omega: |
4.10 |
| Rho: |
0.20 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.65% |
| 1 Month |
|
|
+42.39% |
| 3 Months |
|
|
+11.97% |
| YTD |
|
|
+79.45% |
| 1 Year |
|
|
+84.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.16 |
| 1M High / 1M Low: |
1.39 |
0.87 |
| 6M High / 6M Low: |
1.52 |
0.49 |
| High (YTD): |
4/8/2024 |
1.52 |
| Low (YTD): |
2/5/2024 |
0.49 |
| 52W High: |
4/8/2024 |
1.52 |
| 52W Low: |
11/7/2023 |
0.36 |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.95 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
119.69% |
| Volatility 6M: |
|
150.29% |
| Volatility 1Y: |
|
136.10% |
| Volatility 3Y: |
|
- |
