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JP Morgan Call 140 EMR 17.01.2025/  DE000JS75952  /

EUWAX
26/07/2024  10:38:40 Chg.+0.020 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.360EUR +5.88% -
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: 21.10
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.20
Parity: -3.24
Time value: 0.51
Break-even: 145.10
Moneyness: 0.77
Premium: 0.35
Premium p.a.: 0.87
Spread abs.: 0.10
Spread %: 24.39%
Delta: 0.28
Theta: -0.04
Omega: 5.84
Rho: 0.12
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+100.00%
3 Months
  -2.70%
YTD  
+100.00%
1 Year  
+89.47%
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): 09/04/2024 0.620
Low (YTD): 01/02/2024 0.073
52W High: 09/04/2024 0.620
52W Low: 04/12/2023 0.060
Avg. price 1W:   0.372
Avg. volume 1W:   0.000
Avg. price 1M:   0.298
Avg. volume 1M:   0.000
Avg. price 6M:   0.346
Avg. volume 6M:   0.000
Avg. price 1Y:   0.283
Avg. volume 1Y:   0.000
Volatility 1M:   245.51%
Volatility 6M:   318.07%
Volatility 1Y:   273.74%
Volatility 3Y:   -