JP Morgan Call 120 EMR 20.06.2025
/ DE000JB73LC4
JP Morgan Call 120 EMR 20.06.2025/ DE000JB73LC4 /
| 04/10/2024 08:51:59 |
Chg.-0.03 |
Bid14:38:40 |
Ask14:38:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.98EUR |
-2.97% |
1.02
Bid Size: 5,000 |
1.07
Ask Size: 5,000 |
Emerson Electric Co |
120.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JB73LC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
12/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
-0.94 |
| Time value: |
1.05 |
| Break-even: |
119.24 |
| Moneyness: |
0.91 |
| Premium: |
0.20 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.07 |
| Spread %: |
7.14% |
| Delta: |
0.49 |
| Theta: |
-0.03 |
| Omega: |
4.61 |
| Rho: |
0.27 |
Quote data
| Open: |
0.98 |
| High: |
0.98 |
| Low: |
0.98 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.38% |
| 1 Month |
|
|
+46.27% |
| 3 Months |
|
|
-22.83% |
| YTD |
|
|
+15.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.01 |
0.93 |
| 1M High / 1M Low: |
1.01 |
0.58 |
| 6M High / 6M Low: |
1.68 |
0.58 |
| High (YTD): |
17/07/2024 |
1.68 |
| Low (YTD): |
09/09/2024 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.87% |
| Volatility 6M: |
|
117.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
