JP Morgan Call 145 EMR 17.01.2025
/ DE000JT4URQ7
JP Morgan Call 145 EMR 17.01.2025/ DE000JT4URQ7 /
| 29/07/2024 09:53:42 |
Chg.+0.040 |
Bid21:13:15 |
Ask21:13:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+14.81% |
0.330
Bid Size: 50,000 |
0.360
Ask Size: 50,000 |
Emerson Electric Co |
145.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JT4URQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
17/07/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
-2.59 |
| Time value: |
0.38 |
| Break-even: |
137.38 |
| Moneyness: |
0.81 |
| Premium: |
0.28 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.09 |
| Spread %: |
32.26% |
| Delta: |
0.26 |
| Theta: |
-0.03 |
| Omega: |
7.34 |
| Rho: |
0.11 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.240 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
