JP Morgan Call 120 EMR 20.12.2024
/ DE000JK775R9
JP Morgan Call 120 EMR 20.12.2024/ DE000JK775R9 /
| 2024-07-29 12:30:34 PM |
Chg.- |
Bid8:41:50 AM |
Ask8:41:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
- |
1.030
Bid Size: 5,000 |
1.090
Ask Size: 5,000 |
Emerson Electric Co |
120.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK775R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.20 |
| Parity: |
-0.29 |
| Time value: |
1.04 |
| Break-even: |
120.97 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.06 |
| Spread %: |
6.12% |
| Delta: |
0.53 |
| Theta: |
-0.04 |
| Omega: |
5.50 |
| Rho: |
0.18 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.98% |
| 1 Month |
|
|
+59.68% |
| 3 Months |
|
|
+10.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.810 |
| 1M High / 1M Low: |
1.070 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.836 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
