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JP Morgan Call 105 EMR 21.06.2024/  DE000JS79J71  /

EUWAX
2024-05-17  10:34:19 AM Chg.-0.130 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.860EUR -13.13% -
Bid Size: -		 -
Ask Size: -		 Emerson Electric Co 105.00 - 2024-06-21 Call
 

Master data

WKN: JS79J7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-06-21
Issue date: 2023-03-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.17
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.20
Parity: -0.11
Time value: 0.93
Break-even: 114.30
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 1.80
Spread abs.: 0.06
Spread %: 6.90%
Delta: 0.53
Theta: -0.15
Omega: 5.96
Rho: 0.04
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.990
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.89%
1 Month
  -6.52%
3 Months
  -3.37%
YTD  
+50.88%
1 Year  
+62.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.860
1M High / 1M Low: 1.130 0.610
6M High / 6M Low: 1.230 0.270
High (YTD): 2024-04-08 1.230
Low (YTD): 2024-02-01 0.270
52W High: 2024-04-08 1.230
52W Low: 2023-11-08 0.240
Avg. price 1W:   0.984
Avg. volume 1W:   0.000
Avg. price 1M:   0.853
Avg. volume 1M:   0.000
Avg. price 6M:   0.712
Avg. volume 6M:   0.000
Avg. price 1Y:   0.713
Avg. volume 1Y:   0.000
Volatility 1M:   281.23%
Volatility 6M:   254.62%
Volatility 1Y:   205.48%
Volatility 3Y:   -