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JP Morgan Call 115 EMR 17.01.2025/  DE000JS7SZ00  /

EUWAX
2024-06-14  11:41:32 AM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.920EUR -1.08% -
Bid Size: -		 -
Ask Size: -		 Emerson Electric Co 115.00 - 2025-01-17 Call
 

Master data

WKN: JS7SZ0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.81
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.20
Parity: -1.55
Time value: 0.92
Break-even: 124.20
Moneyness: 0.86
Premium: 0.25
Premium p.a.: 0.46
Spread abs.: 0.06
Spread %: 6.98%
Delta: 0.43
Theta: -0.04
Omega: 4.66
Rho: 0.20
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month
  -30.83%
3 Months
  -28.13%
YTD  
+26.03%
1 Year  
+37.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.920
1M High / 1M Low: 1.340 0.880
6M High / 6M Low: 1.520 0.490
High (YTD): 2024-04-08 1.520
Low (YTD): 2024-02-05 0.490
52W High: 2024-04-08 1.520
52W Low: 2023-11-07 0.360
Avg. price 1W:   0.936
Avg. volume 1W:   0.000
Avg. price 1M:   1.108
Avg. volume 1M:   0.000
Avg. price 6M:   1.048
Avg. volume 6M:   0.000
Avg. price 1Y:   0.911
Avg. volume 1Y:   0.000
Volatility 1M:   100.44%
Volatility 6M:   145.29%
Volatility 1Y:   132.75%
Volatility 3Y:   -