JP Morgan Call 36 ERJ 17.01.2025
/ DE000JK81XH2
JP Morgan Call 36 ERJ 17.01.2025/ DE000JK81XH2 /
| 15/11/2024 09:26:56 |
Chg.-0.090 |
Bid15:58:58 |
Ask15:58:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-18.37% |
0.410
Bid Size: 50,000 |
0.460
Ask Size: 50,000 |
Embraer SA |
36.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JK81XH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.39 |
| Parity: |
0.21 |
| Time value: |
0.28 |
| Break-even: |
39.13 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.09 |
| Spread %: |
23.81% |
| Delta: |
0.65 |
| Theta: |
-0.03 |
| Omega: |
4.75 |
| Rho: |
0.03 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.15% |
| 1 Month |
|
|
+81.82% |
| 3 Months |
|
|
+53.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.270 |
| 1M High / 1M Low: |
0.490 |
0.190 |
| 6M High / 6M Low: |
0.490 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.249 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
324.20% |
| Volatility 6M: |
|
267.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
