JP Morgan Call 50 BK 17.01.2025
/ DE000JS9G123
JP Morgan Call 50 BK 17.01.2025/ DE000JS9G123 /
| 7/15/2024 10:21:49 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Bank of New York Mel... |
50.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JS9G12 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bank of New York Mellon Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/23/2023 |
| Last trading day: |
7/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.16 |
| Parity: |
0.90 |
| Time value: |
0.69 |
| Break-even: |
65.90 |
| Moneyness: |
1.18 |
| Premium: |
0.12 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.07 |
| Spread %: |
4.61% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
2.71 |
| Rho: |
0.13 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+33.64% |
| 3 Months |
|
|
+48.96% |
| YTD |
|
|
+113.43% |
| 1 Year |
|
|
+257.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.43 |
0.99 |
| 6M High / 6M Low: |
1.43 |
0.72 |
| High (YTD): |
7/15/2024 |
1.43 |
| Low (YTD): |
1/2/2024 |
0.67 |
| 52W High: |
7/15/2024 |
1.43 |
| 52W Low: |
10/13/2023 |
0.26 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
112.40% |
| Volatility 6M: |
|
80.13% |
| Volatility 1Y: |
|
85.93% |
| Volatility 3Y: |
|
- |
