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JP Morgan Call 55 BK 17.01.2025/  DE000JS7P3V3  /

EUWAX
05/07/2024  16:06:58 Chg.- Bid09:41:44 Ask09:41:44 Underlying Strike price Expiration date Option type
0.700EUR - 0.690
Bid Size: 7,500		 0.720
Ask Size: 7,500		 Bank of New York Mel... 55.00 - 17/01/2025 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: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.68
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.03
Implied volatility: 0.41
Historic volatility: 0.17
Parity: 0.03
Time value: 0.69
Break-even: 62.20
Moneyness: 1.01
Premium: 0.12
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 4.35%
Delta: 0.59
Theta: -0.02
Omega: 4.55
Rho: 0.14
 

Quote data

Open: 0.760
High: 0.760
Low: 0.700
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.78%
1 Month
  -4.11%
3 Months  
+16.67%
YTD  
+59.09%
1 Year  
+180.00%
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 0.440
High (YTD): 11/06/2024 0.780
Low (YTD): 02/01/2024 0.420
52W High: 11/06/2024 0.780
52W Low: 23/10/2023 0.160
Avg. price 1W:   0.728
Avg. volume 1W:   0.000
Avg. price 1M:   0.682
Avg. volume 1M:   0.000
Avg. price 6M:   0.600
Avg. volume 6M:   0.000
Avg. price 1Y:   0.434
Avg. volume 1Y:   0.000
Volatility 1M:   90.49%
Volatility 6M:   99.23%
Volatility 1Y:   104.76%
Volatility 3Y:   -