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JP Morgan Call 130 EMR 17.01.2025/  DE000JS7SZ34  /

EUWAX
2024-07-26  11:35:16 AM Chg.+0.040 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.640EUR +6.67% -
Bid Size: -		 -
Ask Size: -		 Emerson Electric Co 130.00 - 2025-01-17 Call
 

Master data

WKN: JS7SZ3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.80
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.20
Parity: -2.24
Time value: 0.78
Break-even: 137.80
Moneyness: 0.83
Premium: 0.28
Premium p.a.: 0.68
Spread abs.: 0.08
Spread %: 11.43%
Delta: 0.37
Theta: -0.04
Omega: 5.10
Rho: 0.15
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.33%
1 Month  
+64.10%
3 Months  
+1.59%
YTD  
+93.94%
1 Year  
+88.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.600
1M High / 1M Low: 0.770 0.360
6M High / 6M Low: 0.930 0.180
High (YTD): 2024-04-09 0.930
Low (YTD): 2024-02-05 0.180
52W High: 2024-04-09 0.930
52W Low: 2023-11-08 0.130
Avg. price 1W:   0.658
Avg. volume 1W:   0.000
Avg. price 1M:   0.557
Avg. volume 1M:   0.000
Avg. price 6M:   0.600
Avg. volume 6M:   0.000
Avg. price 1Y:   0.489
Avg. volume 1Y:   0.000
Volatility 1M:   189.64%
Volatility 6M:   242.38%
Volatility 1Y:   206.07%
Volatility 3Y:   -