JP Morgan Call 105 EMR 20.09.2024
/ DE000JK0N4U9
JP Morgan Call 105 EMR 20.09.2024/ DE000JK0N4U9 /
2024-09-05 11:49:39 AM |
Chg.-0.040 |
Bid9:50:57 PM |
Ask9:50:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-23.53% |
0.099 Bid Size: 75,000 |
0.110 Ask Size: 75,000 |
Emerson Electric Co |
105.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
JK0N4U |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-25 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
56.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.22 |
Parity: |
-0.37 |
Time value: |
0.16 |
Break-even: |
96.36 |
Moneyness: |
0.96 |
Premium: |
0.06 |
Premium p.a.: |
3.00 |
Spread abs.: |
0.03 |
Spread %: |
23.08% |
Delta: |
0.34 |
Theta: |
-0.09 |
Omega: |
19.06 |
Rho: |
0.01 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.170 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-59.38% |
1 Month |
|
|
-83.95% |
3 Months |
|
|
-85.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.170 |
1M High / 1M Low: |
0.810 |
0.170 |
6M High / 6M Low: |
1.610 |
0.170 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.280 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.376 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.094 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
347.38% |
Volatility 6M: |
|
183.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |