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JP Morgan Call 115 EMR 21.06.2024/  DE000JS782S5  /

EUWAX
2024-05-24  10:20:40 AM Chg.-0.110 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.260EUR -29.73% -
Bid Size: -		 -
Ask Size: -		 Emerson Electric Co 115.00 - 2024-06-21 Call
 

Master data

WKN: JS782S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2024-06-21
Issue date: 2023-03-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.20
Parity: -1.04
Time value: 0.34
Break-even: 118.40
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 4.37
Spread abs.: 0.04
Spread %: 13.33%
Delta: 0.32
Theta: -0.12
Omega: 9.91
Rho: 0.02
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -31.58%
3 Months
  -36.59%
YTD  
+8.33%
1 Year  
+18.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.260
1M High / 1M Low: 0.510 0.110
6M High / 6M Low: 0.700 0.071
High (YTD): 2024-04-08 0.700
Low (YTD): 2024-02-01 0.071
52W High: 2024-04-08 0.700
52W Low: 2024-02-01 0.071
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.338
Avg. volume 1M:   1,146.600
Avg. price 6M:   0.341
Avg. volume 6M:   184.935
Avg. price 1Y:   0.372
Avg. volume 1Y:   89.929
Volatility 1M:   1,149.36%
Volatility 6M:   638.54%
Volatility 1Y:   468.13%
Volatility 3Y:   -