JP Morgan Call 32.5 ERJ 16.01.2026
/ DE000JK9ZK52
JP Morgan Call 32.5 ERJ 16.01.202.../ DE000JK9ZK52 /
09/09/2024 10:57:40 |
Chg.-0.100 |
Bid16:54:56 |
Ask16:54:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
-10.53% |
0.870 Bid Size: 50,000 |
1.170 Ask Size: 50,000 |
Embraer SA |
32.50 USD |
16/01/2026 |
Call |
Master data
WKN: |
JK9ZK5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Embraer SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.50 USD |
Maturity: |
16/01/2026 |
Issue date: |
17/05/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.98 |
Historic volatility: |
0.36 |
Parity: |
0.12 |
Time value: |
1.27 |
Break-even: |
43.20 |
Moneyness: |
1.04 |
Premium: |
0.42 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.63 |
Spread %: |
83.33% |
Delta: |
0.74 |
Theta: |
-0.01 |
Omega: |
1.63 |
Rho: |
0.12 |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.850 |
Previous Close: |
0.950 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.39% |
1 Month |
|
|
+23.19% |
3 Months |
|
|
+51.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.750 |
1M High / 1M Low: |
0.950 |
0.690 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.850 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.790 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |