JP Morgan Call 135 EMR 20.06.2025
/ DE000JK0FDN2
JP Morgan Call 135 EMR 20.06.2025/ DE000JK0FDN2 /
| 01/08/2024 12:11:50 |
Chg.+0.040 |
Bid18:18:55 |
Ask18:18:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+4.08% |
0.870
Bid Size: 75,000 |
0.900
Ask Size: 75,000 |
Emerson Electric Co |
135.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JK0FDN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
-1.65 |
| Time value: |
1.08 |
| Break-even: |
135.53 |
| Moneyness: |
0.87 |
| Premium: |
0.25 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.14 |
| Spread %: |
14.71% |
| Delta: |
0.45 |
| Theta: |
-0.03 |
| Omega: |
4.50 |
| Rho: |
0.34 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+36.00% |
| 3 Months |
|
|
+18.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.900 |
| 1M High / 1M Low: |
1.130 |
0.670 |
| 6M High / 6M Low: |
1.130 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.907 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.853 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.86% |
| Volatility 6M: |
|
185.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
