JP Morgan Call 30 ERJ 17.01.2025
/ DE000JK81XE9
JP Morgan Call 30 ERJ 17.01.2025/ DE000JK81XE9 /
| 11/15/2024 9:26:56 AM |
Chg.-0.100 |
Bid3:23:21 PM |
Ask3:23:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-10.64% |
0.840
Bid Size: 2,000 |
0.990
Ask Size: 2,000 |
Embraer SA |
30.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JK81XE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/8/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.39 |
| Parity: |
0.78 |
| Time value: |
0.23 |
| Break-even: |
38.59 |
| Moneyness: |
1.27 |
| Premium: |
0.06 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.15 |
| Spread %: |
17.44% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
2.84 |
| Rho: |
0.03 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.48% |
| 1 Month |
|
|
+68.00% |
| 3 Months |
|
|
+68.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.620 |
| 1M High / 1M Low: |
0.940 |
0.440 |
| 6M High / 6M Low: |
0.940 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.489 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.54% |
| Volatility 6M: |
|
206.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
