JP Morgan Call 105 EMR 20.06.2025
/ DE000JB7JU77
JP Morgan Call 105 EMR 20.06.2025/ DE000JB7JU77 /
| 2024-06-21 9:53:37 AM |
Chg.-0.04 |
Bid10:37:06 AM |
Ask10:37:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.83EUR |
-2.14% |
1.83
Bid Size: 5,000 |
1.92
Ask Size: 5,000 |
Emerson Electric Co |
105.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JB7JU7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
0.29 |
| Time value: |
1.51 |
| Break-even: |
116.10 |
| Moneyness: |
1.03 |
| Premium: |
0.15 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.08 |
| Spread %: |
4.89% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
3.59 |
| Rho: |
0.47 |
Quote data
| Open: |
1.83 |
| High: |
1.83 |
| Low: |
1.83 |
| Previous Close: |
1.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.54% |
| 1 Month |
|
|
-19.03% |
| 3 Months |
|
|
-16.44% |
| YTD |
|
|
+31.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.75 |
| 1M High / 1M Low: |
2.31 |
1.75 |
| 6M High / 6M Low: |
2.37 |
1.07 |
| High (YTD): |
2024-04-08 |
2.37 |
| Low (YTD): |
2024-01-31 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.44% |
| Volatility 6M: |
|
83.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
