JP Morgan Call 130 EMR 20.06.2025
/ DE000JB9TLC1
JP Morgan Call 130 EMR 20.06.2025/ DE000JB9TLC1 /
9/6/2024 8:38:38 AM |
Chg.-0.030 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
-7.50% |
- Bid Size: - |
- Ask Size: - |
Emerson Electric Co |
130.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
JB9TLC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
1/9/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.22 |
Parity: |
-2.70 |
Time value: |
0.43 |
Break-even: |
121.32 |
Moneyness: |
0.77 |
Premium: |
0.35 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.09 |
Spread %: |
26.32% |
Delta: |
0.28 |
Theta: |
-0.02 |
Omega: |
5.88 |
Rho: |
0.17 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.370 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.00% |
1 Month |
|
|
-59.78% |
3 Months |
|
|
-54.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.370 |
1M High / 1M Low: |
0.920 |
0.370 |
6M High / 6M Low: |
1.280 |
0.370 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.428 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.527 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.956 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
164.68% |
Volatility 6M: |
|
117.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |