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JP Morgan Call 120 BG 17.01.2025/  DE000JS7BHK5  /

EUWAX
09/07/2024  13:04:35 Chg.+0.080 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.420EUR +23.53% -
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: 25.43
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -1.22
Time value: 0.39
Break-even: 114.67
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.33
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.34
Theta: -0.02
Omega: 8.66
Rho: 0.16
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.25%
1 Month  
+50.00%
3 Months
  -10.64%
YTD
  -4.55%
1 Year
  -65.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.320
1M High / 1M Low: 0.430 0.210
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:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.295
Avg. volume 1M:   0.000
Avg. price 6M:   0.267
Avg. volume 6M:   0.000
Avg. price 1Y:   0.805
Avg. volume 1Y:   0.000
Volatility 1M:   260.03%
Volatility 6M:   206.09%
Volatility 1Y:   159.47%
Volatility 3Y:   -