JP Morgan Call 115 EMR 20.06.2025
/ DE000JB7JU93
JP Morgan Call 115 EMR 20.06.2025/ DE000JB7JU93 /
2024-08-28 10:00:56 AM |
Chg.-0.05 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.96EUR |
-4.95% |
0.96 Bid Size: 5,000 |
1.04 Ask Size: 5,000 |
Emerson Electric Co |
115.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
JB7JU9 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2023-12-06 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.22 |
Parity: |
-1.00 |
Time value: |
1.02 |
Break-even: |
113.09 |
Moneyness: |
0.90 |
Premium: |
0.22 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.07 |
Spread %: |
7.37% |
Delta: |
0.49 |
Theta: |
-0.03 |
Omega: |
4.44 |
Rho: |
0.28 |
Quote data
Open: |
0.96 |
High: |
0.96 |
Low: |
0.96 |
Previous Close: |
1.01 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.05% |
1 Month |
|
|
-44.19% |
3 Months |
|
|
-44.83% |
YTD |
|
|
-4.95% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.03 |
0.95 |
1M High / 1M Low: |
1.86 |
0.95 |
6M High / 6M Low: |
1.90 |
0.95 |
High (YTD): |
2024-07-17 |
1.90 |
Low (YTD): |
2024-01-31 |
0.72 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.00 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.23 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.56 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
131.36% |
Volatility 6M: |
|
86.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |