JP Morgan Call 110 EMR 20.09.2024
/ DE000JK0N4V7
JP Morgan Call 110 EMR 20.09.2024/ DE000JK0N4V7 /
9/4/2024 10:43:42 AM |
Chg.-0.039 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.045EUR |
-46.43% |
- Bid Size: - |
- Ask Size: - |
Emerson Electric Co |
110.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
JK0N4V |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/25/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
102.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.22 |
Parity: |
-0.72 |
Time value: |
0.09 |
Break-even: |
100.47 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
5.85 |
Spread abs.: |
0.05 |
Spread %: |
100.00% |
Delta: |
0.21 |
Theta: |
-0.07 |
Omega: |
21.32 |
Rho: |
0.01 |
Quote data
Open: |
0.045 |
High: |
0.045 |
Low: |
0.045 |
Previous Close: |
0.084 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-59.09% |
1 Month |
|
|
-94.08% |
3 Months |
|
|
-94.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.084 |
1M High / 1M Low: |
0.580 |
0.084 |
6M High / 6M Low: |
1.340 |
0.084 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.189 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.853 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
417.32% |
Volatility 6M: |
|
213.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |