JP Morgan Call 95 EMR 17.01.2025
/ DE000JS7SYW9
JP Morgan Call 95 EMR 17.01.2025/ DE000JS7SYW9 /
| 6/21/2024 11:03:06 AM |
Chg.-0.03 |
Bid1:51:18 PM |
Ask1:51:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
-1.54% |
1.92
Bid Size: 5,000 |
1.97
Ask Size: 5,000 |
Emerson Electric Co |
95.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JS7SYW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/10/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.20 |
| Parity: |
0.60 |
| Time value: |
1.43 |
| Break-even: |
115.30 |
| Moneyness: |
1.06 |
| Premium: |
0.14 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.10 |
| Spread %: |
5.18% |
| Delta: |
0.66 |
| Theta: |
-0.04 |
| Omega: |
3.27 |
| Rho: |
0.27 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
1.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-20.99% |
| YTD |
|
|
+25.49% |
| 1 Year |
|
|
+45.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.94 |
1.80 |
| 1M High / 1M Low: |
2.45 |
1.80 |
| 6M High / 6M Low: |
2.59 |
1.23 |
| High (YTD): |
4/8/2024 |
2.59 |
| Low (YTD): |
2/5/2024 |
1.23 |
| 52W High: |
4/8/2024 |
2.59 |
| 52W Low: |
11/7/2023 |
0.99 |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.76 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
77.85% |
| Volatility 6M: |
|
85.75% |
| Volatility 1Y: |
|
80.41% |
| Volatility 3Y: |
|
- |
