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JP Morgan Call 55 BK 17.01.2025/  DE000JS7P3V3  /

EUWAX
2024-07-26  11:34:56 AM Chg.+0.08 Bid5:33:46 PM Ask5:33:46 PM Underlying Strike price Expiration date Option type
1.11EUR +7.77% 1.12
Bid Size: 100,000		 1.14
Ask Size: 100,000		 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: 5.29
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.47
Implied volatility: 0.52
Historic volatility: 0.16
Parity: 0.47
Time value: 0.66
Break-even: 66.30
Moneyness: 1.09
Premium: 0.11
Premium p.a.: 0.24
Spread abs.: 0.05
Spread %: 4.63%
Delta: 0.68
Theta: -0.03
Omega: 3.57
Rho: 0.14
 

Quote data

Open: 1.11
High: 1.11
Low: 1.11
Previous Close: 1.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.09%
1 Month  
+56.34%
3 Months  
+76.19%
YTD  
+152.27%
1 Year  
+326.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.03 0.93
1M High / 1M Low: 1.12 0.65
6M High / 6M Low: 1.12 0.44
High (YTD): 2024-07-16 1.12
Low (YTD): 2024-01-02 0.42
52W High: 2024-07-16 1.12
52W Low: 2023-10-23 0.16
Avg. price 1W:   0.96
Avg. volume 1W:   0.00
Avg. price 1M:   0.84
Avg. volume 1M:   0.00
Avg. price 6M:   0.64
Avg. volume 6M:   0.00
Avg. price 1Y:   0.47
Avg. volume 1Y:   0.00
Volatility 1M:   123.37%
Volatility 6M:   104.45%
Volatility 1Y:   105.35%
Volatility 3Y:   -