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: |
|
- |
