JP Morgan Call 42.5 ERJ 16.01.2026
/ DE000JK9UX29
JP Morgan Call 42.5 ERJ 16.01.202.../ DE000JK9UX29 /
| 11/15/2024 11:07:51 AM |
Chg.-0.060 |
Bid3:09:23 PM |
Ask3:09:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-7.89% |
0.700
Bid Size: 3,000 |
1.400
Ask Size: 3,000 |
Embraer SA |
42.50 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JK9UX2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
5/17/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.39 |
| Parity: |
-0.41 |
| Time value: |
1.34 |
| Break-even: |
53.75 |
| Moneyness: |
0.90 |
| Premium: |
0.48 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.66 |
| Spread %: |
98.59% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
1.82 |
| Rho: |
0.13 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+55.56% |
| 3 Months |
|
|
+52.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.630 |
| 1M High / 1M Low: |
0.760 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.554 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
