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JP Morgan Call 120 EMR 20.06.2025/  DE000JB73LC4  /

EUWAX
8/28/2024  8:51:40 AM Chg.-0.040 Bid7:13:19 PM Ask7:13:19 PM Underlying Strike price Expiration date Option type
0.780EUR -4.88% 0.780
Bid Size: 75,000		 0.810
Ask Size: 75,000		 Emerson Electric Co 120.00 USD 6/20/2025 Call
 

Master data

WKN: JB73LC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 6/20/2025
Issue date: 12/12/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.22
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.22
Parity: -1.44
Time value: 0.76
Break-even: 114.97
Moneyness: 0.87
Premium: 0.24
Premium p.a.: 0.30
Spread abs.: 0.07
Spread %: 10.39%
Delta: 0.42
Theta: -0.02
Omega: 5.13
Rho: 0.25
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -47.30%
3 Months
  -49.02%
YTD
  -8.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.780
1M High / 1M Low: 1.630 0.760
6M High / 6M Low: 1.680 0.760
High (YTD): 7/17/2024 1.680
Low (YTD): 1/31/2024 0.600
52W High: - -
52W Low: - -
Avg. price 1W:   0.816
Avg. volume 1W:   0.000
Avg. price 1M:   1.042
Avg. volume 1M:   0.000
Avg. price 6M:   1.351
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.01%
Volatility 6M:   106.24%
Volatility 1Y:   -
Volatility 3Y:   -