JP Morgan Call 36 ERJ 21.03.2025
/ DE000JT0GC48
JP Morgan Call 36 ERJ 21.03.2025/ DE000JT0GC48 /
| 2024-11-15 8:58:34 AM |
Chg.-0.070 |
Bid10:08:03 AM |
Ask10:08:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-11.29% |
0.550
Bid Size: 3,000 |
0.700
Ask Size: 3,000 |
Embraer SA |
36.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
JT0GC4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.39 |
| Parity: |
0.21 |
| Time value: |
0.51 |
| Break-even: |
41.39 |
| Moneyness: |
1.06 |
| Premium: |
0.14 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.15 |
| Spread %: |
26.32% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
3.26 |
| Rho: |
0.06 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.50% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
+57.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.400 |
| 1M High / 1M Low: |
0.620 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
