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JP Morgan Call 120 EMR 17.01.2025/  DE000JS7SZ18  /

EUWAX
2024-09-24  11:14:42 AM Chg.-0.010 Bid5:51:31 PM Ask5:51:31 PM Underlying Strike price Expiration date Option type
0.290EUR -3.33% 0.340
Bid Size: 75,000		 0.360
Ask Size: 75,000		 Emerson Electric Co 120.00 - 2025-01-17 Call
 

Master data

WKN: JS7SZ1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.65
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.22
Parity: -2.55
Time value: 0.33
Break-even: 123.30
Moneyness: 0.79
Premium: 0.30
Premium p.a.: 1.32
Spread abs.: 0.05
Spread %: 17.86%
Delta: 0.24
Theta: -0.04
Omega: 7.00
Rho: 0.06
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month
  -27.50%
3 Months
  -60.81%
YTD
  -50.00%
1 Year
  -67.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.270
1M High / 1M Low: 0.390 0.210
6M High / 6M Low: 1.310 0.210
High (YTD): 2024-04-08 1.310
Low (YTD): 2024-09-11 0.210
52W High: 2024-04-08 1.310
52W Low: 2024-09-11 0.210
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.293
Avg. volume 1M:   0.000
Avg. price 6M:   0.801
Avg. volume 6M:   0.000
Avg. price 1Y:   0.714
Avg. volume 1Y:   0.000
Volatility 1M:   139.98%
Volatility 6M:   138.95%
Volatility 1Y:   169.08%
Volatility 3Y:   -