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JP Morgan Call 55 BK 19.07.2024/  DE000JL7LCH8  /

EUWAX
05/07/2024  10:57:57 Chg.-0.010 Bid13:06:10 Ask13:06:10 Underlying Strike price Expiration date Option type
0.560EUR -1.75% 0.550
Bid Size: 5,000		 0.580
Ask Size: 5,000		 Bank of New York Mel... 55.00 USD 19/07/2024 Call
 

Master data

WKN: JL7LCH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 19/07/2024
Issue date: 25/07/2023
Last trading day: 18/07/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.75
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.51
Implied volatility: 0.56
Historic volatility: 0.17
Parity: 0.51
Time value: 0.07
Break-even: 56.61
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.37
Spread abs.: 0.06
Spread %: 10.71%
Delta: 0.83
Theta: -0.06
Omega: 8.05
Rho: 0.02
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.15%
1 Month  
+21.74%
3 Months  
+43.59%
YTD  
+154.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.470
1M High / 1M Low: 0.590 0.360
6M High / 6M Low: 0.590 0.210
High (YTD): 11/06/2024 0.590
Low (YTD): 17/04/2024 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.458
Avg. volume 1M:   0.000
Avg. price 6M:   0.379
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.99%
Volatility 6M:   168.47%
Volatility 1Y:   -
Volatility 3Y:   -