OverviewChartNewsTraderScreen

JP Morgan Call 140 EMR 17.01.2025/  DE000JS75952  /

EUWAX
06/09/2024  10:41:57 Chg.-0.007 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.028EUR -20.00% -
Bid Size: -		 -
Ask Size: -		 Emerson Electric Co 140.00 - 17/01/2025 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: 17/01/2025
Issue date: 16/03/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 69.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.22
Parity: -5.00
Time value: 0.13
Break-even: 141.30
Moneyness: 0.64
Premium: 0.57
Premium p.a.: 2.45
Spread abs.: 0.10
Spread %: 319.35%
Delta: 0.11
Theta: -0.02
Omega: 7.57
Rho: 0.03
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.035
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -49.09%
1 Month
  -90.67%
3 Months
  -86.67%
YTD
  -84.44%
1 Year
  -93.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.035
1M High / 1M Low: 0.300 0.035
6M High / 6M Low: 0.620 0.035
High (YTD): 09/04/2024 0.620
Low (YTD): 05/09/2024 0.035
52W High: 09/04/2024 0.620
52W Low: 05/09/2024 0.035
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.317
Avg. volume 6M:   0.000
Avg. price 1Y:   0.263
Avg. volume 1Y:   0.000
Volatility 1M:   424.49%
Volatility 6M:   251.33%
Volatility 1Y:   301.91%
Volatility 3Y:   -