JP Morgan Call 38 ERJ 17.01.2025
/ DE000JK81XJ8
JP Morgan Call 38 ERJ 17.01.2025/ DE000JK81XJ8 /
| 2024-11-15 9:26:56 AM |
Chg.-0.070 |
Bid10:08:03 AM |
Ask10:08:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-18.92% |
0.300
Bid Size: 3,000 |
0.380
Ask Size: 3,000 |
Embraer SA |
38.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JK81XJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.39 |
| Parity: |
0.02 |
| Time value: |
0.35 |
| Break-even: |
39.79 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.08 |
| Spread %: |
25.81% |
| Delta: |
0.57 |
| Theta: |
-0.03 |
| Omega: |
5.54 |
| Rho: |
0.03 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.89% |
| 1 Month |
|
|
+87.50% |
| 3 Months |
|
|
+42.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.190 |
| 1M High / 1M Low: |
0.370 |
0.130 |
| 6M High / 6M Low: |
0.370 |
0.084 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.195 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
408.84% |
| Volatility 6M: |
|
303.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
