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JP Morgan Call 120 BG 17.01.2025/  DE000JS7BHK5  /

EUWAX
02/08/2024  11:20:14 Chg.-0.040 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.140EUR -22.22% -
Bid Size: -		 -
Ask Size: -		 Bunge Global SA 120.00 USD 17/01/2025 Call
 

Master data

WKN: JS7BHK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bunge Global SA
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 104.19
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.23
Parity: -1.93
Time value: 0.09
Break-even: 110.85
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 0.55
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.14
Theta: -0.01
Omega: 14.09
Rho: 0.05
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.21%
1 Month
  -67.44%
3 Months
  -48.15%
YTD
  -68.18%
1 Year
  -92.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.140
1M High / 1M Low: 0.500 0.140
6M High / 6M Low: 0.590 0.100
High (YTD): 22/04/2024 0.590
Low (YTD): 09/02/2024 0.100
52W High: 07/08/2023 2.040
52W Low: 09/02/2024 0.100
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.404
Avg. volume 1M:   0.000
Avg. price 6M:   0.301
Avg. volume 6M:   0.000
Avg. price 1Y:   0.729
Avg. volume 1Y:   0.000
Volatility 1M:   283.83%
Volatility 6M:   229.48%
Volatility 1Y:   176.36%
Volatility 3Y:   -