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JP Morgan Call 55 BK 17.01.2025/  DE000JS7P3V3  /

EUWAX
2024-07-24  11:29:13 AM Chg.- Bid9:36:39 AM Ask9:36:39 AM Underlying Strike price Expiration date Option type
0.980EUR - 1.020
Bid Size: 5,000		 1.070
Ask Size: 5,000		 Bank of New York Mel... 55.00 - 2025-01-17 Call
 

Master data

WKN: JS7P3V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.69
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.36
Implied volatility: 0.50
Historic volatility: 0.16
Parity: 0.36
Time value: 0.67
Break-even: 65.30
Moneyness: 1.07
Premium: 0.11
Premium p.a.: 0.25
Spread abs.: 0.05
Spread %: 5.10%
Delta: 0.66
Theta: -0.02
Omega: 3.75
Rho: 0.14
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.01%
1 Month  
+38.03%
3 Months  
+53.13%
YTD  
+122.73%
1 Year  
+276.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.930
1M High / 1M Low: 1.120 0.650
6M High / 6M Low: 1.120 0.440
High (YTD): 2024-07-16 1.120
Low (YTD): 2024-01-02 0.420
52W High: 2024-07-16 1.120
52W Low: 2023-10-23 0.160
Avg. price 1W:   0.956
Avg. volume 1W:   0.000
Avg. price 1M:   0.822
Avg. volume 1M:   0.000
Avg. price 6M:   0.637
Avg. volume 6M:   0.000
Avg. price 1Y:   0.464
Avg. volume 1Y:   0.000
Volatility 1M:   125.82%
Volatility 6M:   104.28%
Volatility 1Y:   105.27%
Volatility 3Y:   -