OverviewChartNewsTraderScreen

JP Morgan Call 55 BK 17.01.2025/  DE000JS7P3V3  /

EUWAX
7/31/2024  11:44:48 AM Chg.+0.08 Bid8:00:56 PM Ask8:00:56 PM Underlying Strike price Expiration date Option type
1.15EUR +7.48% -
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: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.16
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.53
Implied volatility: 0.53
Historic volatility: 0.16
Parity: 0.53
Time value: 0.64
Break-even: 66.70
Moneyness: 1.10
Premium: 0.11
Premium p.a.: 0.24
Spread abs.: 0.05
Spread %: 4.46%
Delta: 0.69
Theta: -0.03
Omega: 3.53
Rho: 0.14
 

Quote data

Open: 1.15
High: 1.15
Low: 1.15
Previous Close: 1.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.35%
1 Month  
+64.29%
3 Months  
+85.48%
YTD  
+161.36%
1 Year  
+296.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.14 0.98
1M High / 1M Low: 1.14 0.68
6M High / 6M Low: 1.14 0.44
High (YTD): 7/29/2024 1.14
Low (YTD): 1/2/2024 0.42
52W High: 7/29/2024 1.14
52W Low: 10/23/2023 0.16
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   0.89
Avg. volume 1M:   0.00
Avg. price 6M:   0.65
Avg. volume 6M:   0.00
Avg. price 1Y:   0.48
Avg. volume 1Y:   0.00
Volatility 1M:   124.00%
Volatility 6M:   104.76%
Volatility 1Y:   105.16%
Volatility 3Y:   -