JP Morgan Call 28 ERJ 18.10.2024
/ DE000JK8ZQB0
JP Morgan Call 28 ERJ 18.10.2024/ DE000JK8ZQB0 /
| 2024-07-09 9:35:36 AM |
Chg.+0.010 |
Bid10:07:40 AM |
Ask10:07:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+4.76% |
0.220
Bid Size: 5,000 |
0.300
Ask Size: 5,000 |
Embraer SA |
28.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK8ZQB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.33 |
| Parity: |
-0.12 |
| Time value: |
0.30 |
| Break-even: |
28.85 |
| Moneyness: |
0.96 |
| Premium: |
0.17 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.08 |
| Spread %: |
36.36% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
4.34 |
| Rho: |
0.03 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.190 |
| 1M High / 1M Low: |
0.410 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
