JP Morgan Call 38 ERJ 21.03.2025
/ DE000JT0GC63
JP Morgan Call 38 ERJ 21.03.2025/ DE000JT0GC63 /
| 15/11/2024 08:58:34 |
Chg.-0.070 |
Bid10:08:03 |
Ask10:08:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-13.46% |
0.450
Bid Size: 3,000 |
0.600
Ask Size: 3,000 |
Embraer SA |
38.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
JT0GC6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
04/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.39 |
| Parity: |
0.02 |
| Time value: |
0.59 |
| Break-even: |
42.19 |
| Moneyness: |
1.01 |
| Premium: |
0.16 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.15 |
| Spread %: |
32.61% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
3.54 |
| Rho: |
0.05 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.63% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
+55.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.320 |
| 1M High / 1M Low: |
0.520 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
