JP Morgan Call 40 ERJ 16.01.2026
/ DE000JK8BN33
JP Morgan Call 40 ERJ 16.01.2026/ DE000JK8BN33 /
| 2024-11-15 9:27:58 AM |
Chg.-0.080 |
Bid9:25:57 PM |
Ask9:25:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-9.30% |
0.780
Bid Size: 50,000 |
1.080
Ask Size: 50,000 |
Embraer SA |
40.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK8BN3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.39 |
| Parity: |
-0.17 |
| Time value: |
1.42 |
| Break-even: |
52.23 |
| Moneyness: |
0.96 |
| Premium: |
0.44 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.66 |
| Spread %: |
87.50% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
1.77 |
| Rho: |
0.13 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.81% |
| 1 Month |
|
|
+52.94% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.620 |
| 1M High / 1M Low: |
0.860 |
0.470 |
| 6M High / 6M Low: |
0.860 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.488 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.51% |
| Volatility 6M: |
|
154.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
