JP Morgan Call 32.5 ERJ 17.01.2025
/ DE000JK97HP4
JP Morgan Call 32.5 ERJ 17.01.202.../ DE000JK97HP4 /
| 11/14/2024 7:02:31 PM |
Chg.-0.060 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-8.11% |
-
Bid Size: - |
-
Ask Size: - |
Embraer SA |
32.50 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JK97HP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.50 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/20/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.39 |
| Parity: |
0.63 |
| Time value: |
0.25 |
| Break-even: |
39.56 |
| Moneyness: |
1.21 |
| Premium: |
0.07 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.15 |
| Spread %: |
20.55% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
3.21 |
| Rho: |
0.03 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.680 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.48% |
| 1 Month |
|
|
+83.78% |
| 3 Months |
|
|
+74.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.610 |
| 1M High / 1M Low: |
0.740 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
