JP Morgan Call 37.5 ERJ 16.01.2026
/ DE000JK9ZK45
JP Morgan Call 37.5 ERJ 16.01.202.../ DE000JK9ZK45 /
| 2024-08-02 10:52:50 AM |
Chg.-0.100 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-17.24% |
-
Bid Size: - |
-
Ask Size: - |
Embraer SA |
37.50 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK9ZK4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-05-17 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.35 |
| Parity: |
-0.91 |
| Time value: |
1.03 |
| Break-even: |
44.63 |
| Moneyness: |
0.74 |
| Premium: |
0.77 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.64 |
| Spread %: |
166.67% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
1.64 |
| Rho: |
0.10 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
+54.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.460 |
| 1M High / 1M Low: |
0.580 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
