OverviewChartNewsTraderScreen

JP Morgan Call 135 EMR 17.01.2025/  DE000JS8RZA2  /

EUWAX
01/08/2024  10:21:23 Chg.+0.020 Bid12:35:13 Ask12:35:13 Underlying Strike price Expiration date Option type
0.530EUR +3.92% 0.540
Bid Size: 3,000		 0.600
Ask Size: 3,000		 Emerson Electric Co 135.00 - 17/01/2025 Call
 

Master data

WKN: JS8RZA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 17/01/2025
Issue date: 13/03/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.17
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.20
Parity: -2.68
Time value: 0.63
Break-even: 141.30
Moneyness: 0.80
Premium: 0.31
Premium p.a.: 0.78
Spread abs.: 0.09
Spread %: 16.67%
Delta: 0.32
Theta: -0.04
Omega: 5.53
Rho: 0.13
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.78%
1 Month  
+65.63%
3 Months  
+10.42%
YTD  
+112.00%
1 Year  
+103.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.450
1M High / 1M Low: 0.610 0.250
6M High / 6M Low: 0.770 0.110
High (YTD): 09/04/2024 0.770
Low (YTD): 01/02/2024 0.110
52W High: 09/04/2024 0.770
52W Low: 08/11/2023 0.087
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.435
Avg. volume 1M:   0.000
Avg. price 6M:   0.468
Avg. volume 6M:   0.000
Avg. price 1Y:   0.379
Avg. volume 1Y:   0.000
Volatility 1M:   205.85%
Volatility 6M:   280.17%
Volatility 1Y:   240.46%
Volatility 3Y:   -