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JP Morgan Call 135 EMR 17.01.2025/  DE000JS8RZA2  /

EUWAX
6/21/2024  10:16:48 AM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.290EUR -3.33% -
Bid Size: -		 -
Ask Size: -		 Emerson Electric Co 135.00 - 1/17/2025 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: 1/17/2025
Issue date: 3/13/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.00
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.20
Parity: -3.36
Time value: 0.39
Break-even: 138.90
Moneyness: 0.75
Premium: 0.37
Premium p.a.: 0.73
Spread abs.: 0.10
Spread %: 34.48%
Delta: 0.24
Theta: -0.03
Omega: 6.30
Rho: 0.12
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.83%
1 Month
  -39.58%
3 Months
  -56.72%
YTD  
+16.00%
1 Year  
+38.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.240
1M High / 1M Low: 0.490 0.240
6M High / 6M Low: 0.770 0.110
High (YTD): 4/9/2024 0.770
Low (YTD): 2/1/2024 0.110
52W High: 4/9/2024 0.770
52W Low: 11/8/2023 0.087
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.343
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   0.364
Avg. volume 1Y:   0.000
Volatility 1M:   165.22%
Volatility 6M:   273.46%
Volatility 1Y:   234.07%
Volatility 3Y:   -