JP Morgan Call 140 EMR 16.01.2026
/ DE000JK49S67
JP Morgan Call 140 EMR 16.01.2026/ DE000JK49S67 /
| 01/08/2024 11:30:44 |
Chg.0.00 |
Bid16:38:43 |
Ask16:38:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
0.00% |
1.24
Bid Size: 75,000 |
1.29
Ask Size: 75,000 |
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: |
7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
-2.11 |
| Time value: |
1.44 |
| Break-even: |
143.76 |
| Moneyness: |
0.84 |
| Premium: |
0.33 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.18 |
| Spread %: |
14.71% |
| Delta: |
0.48 |
| Theta: |
-0.02 |
| Omega: |
3.62 |
| Rho: |
0.55 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.68% |
| 1 Month |
|
|
+25.93% |
| 3 Months |
|
|
+20.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.24 |
| 1M High / 1M Low: |
1.47 |
0.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
