JP Morgan Call 100 EMR 20.06.2025
/ DE000JB7JU69
JP Morgan Call 100 EMR 20.06.2025/ DE000JB7JU69 /
| 8/28/2024 10:00:55 AM |
Chg.-0.06 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
-3.66% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
100.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JB7JU6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/6/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
0.35 |
| Time value: |
1.28 |
| Break-even: |
105.77 |
| Moneyness: |
1.04 |
| Premium: |
0.14 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.07 |
| Spread %: |
4.49% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
3.66 |
| Rho: |
0.35 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.64% |
| 1 Month |
|
|
-35.51% |
| 3 Months |
|
|
-36.29% |
| YTD |
|
|
-0.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.57 |
| 1M High / 1M Low: |
2.62 |
1.57 |
| 6M High / 6M Low: |
2.69 |
1.57 |
| High (YTD): |
7/17/2024 |
2.69 |
| Low (YTD): |
1/31/2024 |
1.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.53% |
| Volatility 6M: |
|
69.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
