JP Morgan Call 55 BK 20.06.2025
/ DE000JK07671
JP Morgan Call 55 BK 20.06.2025/ DE000JK07671 /
| 07/08/2024 12:01:10 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Bank of New York Mel... |
55.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
JK0767 |
| 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: |
20/06/2025 |
| Issue date: |
29/01/2024 |
| Last trading day: |
08/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.16 |
| Parity: |
0.31 |
| Time value: |
0.73 |
| Break-even: |
65.40 |
| Moneyness: |
1.06 |
| Premium: |
0.13 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
6.12% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
3.70 |
| Rho: |
0.24 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
0.99 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.46% |
| 1 Month |
|
|
+33.75% |
| 3 Months |
|
|
+37.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.95 |
| 1M High / 1M Low: |
1.26 |
0.80 |
| 6M High / 6M Low: |
1.26 |
0.61 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.29% |
| Volatility 6M: |
|
78.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
