JP Morgan Call 32 ERJ 18.10.2024
/ DE000JK8ZQD6
JP Morgan Call 32 ERJ 18.10.2024/ DE000JK8ZQD6 /
| 06/09/2024 09:47:38 |
Chg.+0.060 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+16.22% |
-
Bid Size: - |
-
Ask Size: - |
Embraer SA |
32.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK8ZQD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
08/05/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.36 |
| Parity: |
0.16 |
| Time value: |
0.17 |
| Break-even: |
32.20 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.06 |
| Spread %: |
23.33% |
| Delta: |
0.65 |
| Theta: |
-0.03 |
| Omega: |
5.95 |
| Rho: |
0.02 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.38% |
| 1 Month |
|
|
+104.76% |
| 3 Months |
|
|
+126.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.230 |
| 1M High / 1M Low: |
0.430 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.278 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
