JP Morgan Call 110 EMR 20.12.2024
/ DE000JK775Q1
JP Morgan Call 110 EMR 20.12.2024/ DE000JK775Q1 /
9/4/2024 10:48:45 AM |
Chg.- |
Bid12:08:15 PM |
Ask12:08:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
- |
- Bid Size: - |
- Ask Size: - |
Emerson Electric Co |
110.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
JK775Q |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
4/22/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.22 |
Parity: |
-0.82 |
Time value: |
0.44 |
Break-even: |
103.70 |
Moneyness: |
0.92 |
Premium: |
0.14 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.04 |
Spread %: |
8.89% |
Delta: |
0.39 |
Theta: |
-0.04 |
Omega: |
7.98 |
Rho: |
0.09 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-51.52% |
3 Months |
|
|
-53.85% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.480 |
1M High / 1M Low: |
0.990 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.568 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.634 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
196.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |