JP Morgan Call 105 EMR 20.06.2025
/ DE000JB7JU77
JP Morgan Call 105 EMR 20.06.2025/ DE000JB7JU77 /
| 17/07/2024 10:01:55 |
Chg.+0.07 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.40EUR |
+3.00% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
105.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JB7JU7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
06/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.20 |
| Parity: |
1.27 |
| Time value: |
1.29 |
| Break-even: |
121.91 |
| Moneyness: |
1.13 |
| Premium: |
0.12 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
6.22% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
3.07 |
| Rho: |
0.49 |
Quote data
| Open: |
2.40 |
| High: |
2.40 |
| Low: |
2.40 |
| Previous Close: |
2.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.34% |
| 1 Month |
|
|
+37.14% |
| 3 Months |
|
|
+7.62% |
| YTD |
|
|
+72.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.33 |
1.87 |
| 1M High / 1M Low: |
2.33 |
1.70 |
| 6M High / 6M Low: |
2.37 |
1.07 |
| High (YTD): |
08/04/2024 |
2.37 |
| Low (YTD): |
31/01/2024 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.06% |
| Volatility 6M: |
|
86.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
