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JP Morgan Call 110 EMR 21.06.2024/  DE000JS80JB9  /

EUWAX
6/17/2024  10:34:45 AM Chg.-0.071 Bid12:50:23 PM Ask12:50:23 PM Underlying Strike price Expiration date Option type
0.039EUR -64.55% 0.031
Bid Size: 2,000		 0.100
Ask Size: 2,000		 Emerson Electric Co 110.00 - 6/21/2024 Call
 

Master data

WKN: JS80JB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 6/21/2024
Issue date: 3/6/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 82.89
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.07
Historic volatility: 0.20
Parity: -1.05
Time value: 0.12
Break-even: 111.20
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 118.18%
Delta: 0.20
Theta: -0.40
Omega: 16.74
Rho: 0.00
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -75.63%
1 Month
  -92.78%
3 Months
  -94.87%
YTD
  -90.00%
1 Year
  -92.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.630 0.110
6M High / 6M Low: 0.950 0.110
High (YTD): 4/8/2024 0.950
Low (YTD): 6/14/2024 0.110
52W High: 4/8/2024 0.950
52W Low: 6/14/2024 0.110
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.359
Avg. volume 1M:   0.000
Avg. price 6M:   0.525
Avg. volume 6M:   0.000
Avg. price 1Y:   0.526
Avg. volume 1Y:   0.000
Volatility 1M:   291.46%
Volatility 6M:   346.40%
Volatility 1Y:   274.47%
Volatility 3Y:   -