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JP Morgan Call 135 EMR 17.01.2025/  DE000JS8RZA2  /

EUWAX
2024-05-31  10:31:53 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.410EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Emerson Electric Co 135.00 - 2025-01-17 Call
 

Master data

WKN: JS8RZA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2025-01-17
Issue date: 2023-03-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.51
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.20
Parity: -3.16
Time value: 0.53
Break-even: 140.30
Moneyness: 0.77
Premium: 0.36
Premium p.a.: 0.62
Spread abs.: 0.09
Spread %: 20.45%
Delta: 0.29
Theta: -0.03
Omega: 5.62
Rho: 0.15
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.58%
1 Month  
+13.89%
3 Months
  -10.87%
YTD  
+64.00%
1 Year  
+115.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.410
1M High / 1M Low: 0.640 0.340
6M High / 6M Low: 0.770 0.089
High (YTD): 2024-04-09 0.770
Low (YTD): 2024-02-01 0.110
52W High: 2024-04-09 0.770
52W Low: 2023-11-08 0.087
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.489
Avg. volume 1M:   0.000
Avg. price 6M:   0.406
Avg. volume 6M:   0.000
Avg. price 1Y:   0.357
Avg. volume 1Y:   0.000
Volatility 1M:   176.23%
Volatility 6M:   281.51%
Volatility 1Y:   232.40%
Volatility 3Y:   -