JP Morgan Call 125 EMR 20.06.2025
/ DE000JB90TK4
JP Morgan Call 125 EMR 20.06.2025/ DE000JB90TK4 /
| 2024-07-24 10:48:41 AM |
Chg.-0.02 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-1.43% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
125.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JB90TK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
-0.68 |
| Time value: |
1.39 |
| Break-even: |
129.13 |
| Moneyness: |
0.94 |
| Premium: |
0.19 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.09 |
| Spread %: |
7.09% |
| Delta: |
0.54 |
| Theta: |
-0.03 |
| Omega: |
4.20 |
| Rho: |
0.40 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.48% |
| 1 Month |
|
|
+33.98% |
| 3 Months |
|
|
+15.00% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.32 |
| 1M High / 1M Low: |
1.51 |
0.91 |
| 6M High / 6M Low: |
1.51 |
0.45 |
| High (YTD): |
2024-07-16 |
1.51 |
| Low (YTD): |
2024-01-31 |
0.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.30% |
| Volatility 6M: |
|
138.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
