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JP Morgan Call 140 EMR 17.01.2025/  DE000JS75952  /

EUWAX
7/31/2024  10:43:29 AM Chg.-0.070 Bid5:09:08 PM Ask5:09:08 PM Underlying Strike price Expiration date Option type
0.380EUR -15.56% 0.410
Bid Size: 50,000		 0.430
Ask Size: 50,000		 Emerson Electric Co 140.00 - 1/17/2025 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: 1/17/2025
Issue date: 3/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.76
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.20
Parity: -3.30
Time value: 0.47
Break-even: 144.70
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.91
Spread abs.: 0.10
Spread %: 27.03%
Delta: 0.26
Theta: -0.04
Omega: 6.01
Rho: 0.11
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month  
+111.11%
3 Months  
+5.56%
YTD  
+111.11%
1 Year  
+111.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.340
1M High / 1M Low: 0.470 0.160
6M High / 6M Low: 0.620 0.073
High (YTD): 4/9/2024 0.620
Low (YTD): 2/1/2024 0.073
52W High: 4/9/2024 0.620
52W Low: 12/4/2023 0.060
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.315
Avg. volume 1M:   0.000
Avg. price 6M:   0.351
Avg. volume 6M:   0.000
Avg. price 1Y:   0.285
Avg. volume 1Y:   0.000
Volatility 1M:   235.11%
Volatility 6M:   317.97%
Volatility 1Y:   273.60%
Volatility 3Y:   -