OverviewChartNewsTraderScreen

JP Morgan Call 55 BK 17.01.2025/  DE000JS7P3V3  /

EUWAX
2024-07-04  5:33:46 PM Chg.+0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.760EUR +2.70% -
Bid Size: -		 -
Ask Size: -		 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: 7.09
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.10
Implied volatility: 0.42
Historic volatility: 0.17
Parity: 0.10
Time value: 0.69
Break-even: 62.90
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.05
Spread %: 6.76%
Delta: 0.61
Theta: -0.02
Omega: 4.33
Rho: 0.14
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.57%
1 Month  
+15.15%
3 Months  
+26.67%
YTD  
+72.73%
1 Year  
+181.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.700
1M High / 1M Low: 0.780 0.600
6M High / 6M Low: 0.780 0.430
High (YTD): 2024-06-11 0.780
Low (YTD): 2024-01-02 0.420
52W High: 2024-06-11 0.780
52W Low: 2023-10-23 0.160
Avg. price 1W:   0.728
Avg. volume 1W:   0.000
Avg. price 1M:   0.681
Avg. volume 1M:   0.000
Avg. price 6M:   0.598
Avg. volume 6M:   0.000
Avg. price 1Y:   0.431
Avg. volume 1Y:   0.000
Volatility 1M:   86.81%
Volatility 6M:   98.92%
Volatility 1Y:   104.32%
Volatility 3Y:   -