JP Morgan Call 95 EMR 20.06.2025
/ DE000JB7JU51
JP Morgan Call 95 EMR 20.06.2025/ DE000JB7JU51 /
| 2024-06-20 10:11:34 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
95.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
JB7JU5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.20 |
| Parity: |
0.57 |
| Time value: |
1.88 |
| Break-even: |
119.50 |
| Moneyness: |
1.06 |
| Premium: |
0.19 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.07 |
| Spread %: |
2.94% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
2.76 |
| Rho: |
0.42 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.37 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.42% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
-11.85% |
| YTD |
|
|
+32.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.38 |
2.37 |
| 1M High / 1M Low: |
2.76 |
2.25 |
| 6M High / 6M Low: |
2.91 |
1.47 |
| High (YTD): |
2024-05-13 |
2.91 |
| Low (YTD): |
2024-01-31 |
1.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.00% |
| Volatility 6M: |
|
71.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
