JP Morgan Call 140 EMR 16.01.2026
/ DE000JK49S67
JP Morgan Call 140 EMR 16.01.2026/ DE000JK49S67 /
| 08/10/2024 11:50:28 |
Chg.+0.060 |
Bid15:09:06 |
Ask15:09:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+6.82% |
0.920
Bid Size: 3,000 |
1.020
Ask Size: 3,000 |
Emerson Electric Co |
140.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JK49S6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
01/03/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
-2.50 |
| Time value: |
0.99 |
| Break-even: |
137.50 |
| Moneyness: |
0.80 |
| Premium: |
0.34 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.14 |
| Spread %: |
15.96% |
| Delta: |
0.41 |
| Theta: |
-0.02 |
| Omega: |
4.23 |
| Rho: |
0.41 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.51% |
| 1 Month |
|
|
+77.36% |
| 3 Months |
|
|
-5.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.770 |
| 1M High / 1M Low: |
0.880 |
0.500 |
| 6M High / 6M Low: |
1.470 |
0.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.655 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.001 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.38% |
| Volatility 6M: |
|
117.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
