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JP Morgan Call 125 EMR 17.01.2025/  DE000JS7SZ26  /

EUWAX
7/26/2024  11:35:16 AM Chg.+0.060 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.820EUR +7.89% -
Bid Size: -		 -
Ask Size: -		 Emerson Electric Co 125.00 - 1/17/2025 Call
 

Master data

WKN: JS7SZ2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.33
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.20
Parity: -1.74
Time value: 0.95
Break-even: 134.50
Moneyness: 0.86
Premium: 0.25
Premium p.a.: 0.60
Spread abs.: 0.07
Spread %: 7.95%
Delta: 0.42
Theta: -0.05
Omega: 4.75
Rho: 0.17
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.89%
1 Month  
+51.85%
3 Months  
+3.80%
YTD  
+86.36%
1 Year  
+86.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.760
1M High / 1M Low: 0.960 0.510
6M High / 6M Low: 1.110 0.260
High (YTD): 4/9/2024 1.110
Low (YTD): 2/5/2024 0.260
52W High: 4/9/2024 1.110
52W Low: 11/8/2023 0.190
Avg. price 1W:   0.836
Avg. volume 1W:   0.000
Avg. price 1M:   0.724
Avg. volume 1M:   0.000
Avg. price 6M:   0.760
Avg. volume 6M:   0.000
Avg. price 1Y:   0.623
Avg. volume 1Y:   0.000
Volatility 1M:   159.60%
Volatility 6M:   209.73%
Volatility 1Y:   180.90%
Volatility 3Y:   -