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JP Morgan Call 120 BG 17.01.2025/  DE000JS7BHK5  /

EUWAX
7/10/2024  1:46:26 PM Chg.-0.020 Bid7/10/2024 Ask7/10/2024 Underlying Strike price Expiration date Option type
0.400EUR -4.76% 0.400
Bid Size: 5,000		 -
Ask Size: -		 Bunge Global SA 120.00 USD 1/17/2025 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: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.52
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.22
Parity: -0.92
Time value: 0.37
Break-even: 114.66
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 0.26
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.36
Theta: -0.02
Omega: 10.05
Rho: 0.18
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month  
+53.85%
3 Months
  -16.67%
YTD
  -9.09%
1 Year
  -68.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.340
1M High / 1M Low: 0.430 0.210
6M High / 6M Low: 0.590 0.100
High (YTD): 4/22/2024 0.590
Low (YTD): 2/9/2024 0.100
52W High: 8/7/2023 2.040
52W Low: 2/9/2024 0.100
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.301
Avg. volume 1M:   0.000
Avg. price 6M:   0.268
Avg. volume 6M:   0.000
Avg. price 1Y:   0.803
Avg. volume 1Y:   0.000
Volatility 1M:   263.37%
Volatility 6M:   208.37%
Volatility 1Y:   160.82%
Volatility 3Y:   -