JP Morgan Call 140 EMR 17.01.2025/  DE000JS75952  /

EUWAX
2024-07-29  10:35:35 AM Chg.+0.060 Bid5:52:25 PM Ask5:52:25 PM Underlying Strike price Expiration date Option type
0.420EUR +16.67% 0.420
Bid Size: 50,000
0.440
Ask Size: 50,000
Emerson Electric Co 140.00 - 2025-01-17 Call
 

Master data

WKN: JS7595
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-03-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.11
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.20
Parity: -3.23
Time value: 0.51
Break-even: 145.10
Moneyness: 0.77
Premium: 0.35
Premium p.a.: 0.88
Spread abs.: 0.10
Spread %: 24.39%
Delta: 0.28
Theta: -0.04
Omega: 5.84
Rho: 0.12
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+133.33%
3 Months  
+20.00%
YTD  
+133.33%
1 Year  
+121.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.340
1M High / 1M Low: 0.470 0.160
6M High / 6M Low: 0.620 0.073
High (YTD): 2024-04-09 0.620
Low (YTD): 2024-02-01 0.073
52W High: 2024-04-09 0.620
52W Low: 2023-12-04 0.060
Avg. price 1W:   0.372
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   0.346
Avg. volume 6M:   0.000
Avg. price 1Y:   0.284
Avg. volume 1Y:   0.000
Volatility 1M:   243.11%
Volatility 6M:   318.07%
Volatility 1Y:   274.19%
Volatility 3Y:   -