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JP Morgan Call 50 BK 17.01.2025/  DE000JS9G123  /

EUWAX
05/07/2024  10:03:58 Chg.-0.01 Bid19:37:25 Ask19:37:25 Underlying Strike price Expiration date Option type
1.14EUR -0.87% 1.05
Bid Size: 100,000		 1.06
Ask Size: 100,000		 Bank of New York Mel... 50.00 - 17/01/2025 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: 17/01/2025
Issue date: 23/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.66
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.59
Implied volatility: 0.53
Historic volatility: 0.17
Parity: 0.59
Time value: 0.61
Break-even: 62.00
Moneyness: 1.12
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.06
Spread %: 5.26%
Delta: 0.70
Theta: -0.02
Omega: 3.28
Rho: 0.15
 

Quote data

Open: 1.14
High: 1.14
Low: 1.14
Previous Close: 1.15
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.57%
1 Month  
+12.87%
3 Months  
+26.67%
YTD  
+70.15%
1 Year  
+171.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.15 1.05
1M High / 1M Low: 1.15 0.95
6M High / 6M Low: 1.15 0.69
High (YTD): 04/07/2024 1.15
Low (YTD): 02/01/2024 0.67
52W High: 04/07/2024 1.15
52W Low: 13/10/2023 0.26
Avg. price 1W:   1.09
Avg. volume 1W:   0.00
Avg. price 1M:   1.03
Avg. volume 1M:   0.00
Avg. price 6M:   0.90
Avg. volume 6M:   0.00
Avg. price 1Y:   0.66
Avg. volume 1Y:   0.00
Volatility 1M:   70.82%
Volatility 6M:   75.82%
Volatility 1Y:   89.87%
Volatility 3Y:   -