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JP Morgan Call 120 EMR 17.01.2025/  DE000JS7SZ18  /

EUWAX
29/07/2024  11:23:08 Chg.+0.08 Bid11:36:34 Ask11:36:34 Underlying Strike price Expiration date Option type
1.09EUR +7.92% 1.08
Bid Size: 5,000		 1.15
Ask Size: 5,000		 Emerson Electric Co 120.00 - 17/01/2025 Call
 

Master data

WKN: JS7SZ1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.36
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.20
Parity: -1.23
Time value: 1.15
Break-even: 131.50
Moneyness: 0.90
Premium: 0.22
Premium p.a.: 0.53
Spread abs.: 0.07
Spread %: 6.48%
Delta: 0.47
Theta: -0.05
Omega: 4.41
Rho: 0.18
 

Quote data

Open: 1.09
High: 1.09
Low: 1.09
Previous Close: 1.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.86%
1 Month  
+51.39%
3 Months  
+12.37%
YTD  
+87.93%
1 Year  
+91.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.11 0.95
1M High / 1M Low: 1.16 0.68
6M High / 6M Low: 1.31 0.36
High (YTD): 08/04/2024 1.31
Low (YTD): 05/02/2024 0.36
52W High: 08/04/2024 1.31
52W Low: 07/11/2023 0.26
Avg. price 1W:   1.04
Avg. volume 1W:   0.00
Avg. price 1M:   0.92
Avg. volume 1M:   0.00
Avg. price 6M:   0.94
Avg. volume 6M:   0.00
Avg. price 1Y:   0.78
Avg. volume 1Y:   6.35
Volatility 1M:   136.64%
Volatility 6M:   179.91%
Volatility 1Y:   158.31%
Volatility 3Y:   -