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JP Morgan Call 125 EMR 17.01.2025/  DE000JS7SZ26  /

EUWAX
2024-06-07  12:19:57 PM Chg.0.000 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.520EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Emerson Electric Co 125.00 - 2025-01-17 Call
 

Master data

WKN: JS7SZ2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.38
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.20
Parity: -2.50
Time value: 0.65
Break-even: 131.50
Moneyness: 0.80
Premium: 0.32
Premium p.a.: 0.57
Spread abs.: 0.07
Spread %: 12.07%
Delta: 0.34
Theta: -0.03
Omega: 5.22
Rho: 0.17
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month
  -39.53%
3 Months
  -45.83%
YTD  
+18.18%
1 Year  
+67.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.520
1M High / 1M Low: 1.020 0.520
6M High / 6M Low: 1.110 0.220
High (YTD): 2024-04-09 1.110
Low (YTD): 2024-02-05 0.260
52W High: 2024-04-09 1.110
52W Low: 2023-11-08 0.190
Avg. price 1W:   0.600
Avg. volume 1W:   0.000
Avg. price 1M:   0.805
Avg. volume 1M:   0.000
Avg. price 6M:   0.684
Avg. volume 6M:   0.000
Avg. price 1Y:   0.592
Avg. volume 1Y:   0.000
Volatility 1M:   141.12%
Volatility 6M:   214.68%
Volatility 1Y:   176.87%
Volatility 3Y:   -