JP Morgan Call 34 ERJ 21.03.2025
/ DE000JT08LB4
JP Morgan Call 34 ERJ 21.03.2025/ DE000JT08LB4 /
| 11/15/2024 8:58:19 AM |
Chg.-0.080 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-10.81% |
-
Bid Size: - |
-
Ask Size: - |
Embraer SA |
34.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JT08LB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.39 |
| Parity: |
0.40 |
| Time value: |
0.39 |
| Break-even: |
40.17 |
| Moneyness: |
1.12 |
| Premium: |
0.11 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.14 |
| Spread %: |
22.06% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
3.21 |
| Rho: |
0.06 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.69% |
| 1 Month |
|
|
+60.98% |
| 3 Months |
|
|
+57.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.490 |
| 1M High / 1M Low: |
0.740 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
