JP Morgan Call 55 BK 17.01.2025
/ DE000JS7P3V3
JP Morgan Call 55 BK 17.01.2025/ DE000JS7P3V3 /
| 8/12/2024 11:26:37 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Bank of New York Mel... |
55.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
2/10/2023 |
| Last trading day: |
8/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.16 |
| Parity: |
0.51 |
| Time value: |
0.46 |
| Break-even: |
64.70 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
3.19% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
4.31 |
| Rho: |
0.12 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.00 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.91% |
| 3 Months |
|
|
+44.93% |
| YTD |
|
|
+127.27% |
| 1 Year |
|
|
+300.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.15 |
0.83 |
| 6M High / 6M Low: |
1.15 |
0.44 |
| High (YTD): |
7/31/2024 |
1.15 |
| Low (YTD): |
1/2/2024 |
0.42 |
| 52W High: |
7/31/2024 |
1.15 |
| 52W Low: |
10/23/2023 |
0.16 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.51 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
174.08% |
| Volatility 6M: |
|
116.42% |
| Volatility 1Y: |
|
107.91% |
| Volatility 3Y: |
|
- |
