JP Morgan Call 110 EMR 19.09.2025
/ DE000JV02HH8
JP Morgan Call 110 EMR 19.09.2025/ DE000JV02HH8 /
| 2024-11-13 10:56:44 AM |
Chg.-0.07 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.74EUR |
-2.49% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
110.00 USD |
2025-09-19 |
Call |
Master data
| WKN: |
JV02HH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-10-01 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
1.73 |
| Time value: |
0.95 |
| Break-even: |
130.46 |
| Moneyness: |
1.17 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.09 |
| Spread %: |
3.64% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
3.42 |
| Rho: |
0.55 |
Quote data
| Open: |
2.74 |
| High: |
2.74 |
| Low: |
2.74 |
| Previous Close: |
2.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.98% |
| 1 Month |
|
|
+63.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.81 |
2.21 |
| 1M High / 1M Low: |
2.81 |
1.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
