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JP Morgan Call 60 BK 17.01.2025/  DE000JS7P3W1  /

EUWAX
2024-07-24  11:29:13 AM Chg.- Bid9:09:49 AM Ask9:09:49 AM Underlying Strike price Expiration date Option type
0.630EUR - 0.650
Bid Size: 7,500		 0.690
Ask Size: 7,500		 Bank of New York Mel... 60.00 - 2025-01-17 Call
 

Master data

WKN: JS7P3W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.75
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.16
Parity: -0.14
Time value: 0.67
Break-even: 66.70
Moneyness: 0.98
Premium: 0.14
Premium p.a.: 0.30
Spread abs.: 0.04
Spread %: 6.35%
Delta: 0.55
Theta: -0.02
Omega: 4.83
Rho: 0.12
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.56%
1 Month  
+50.00%
3 Months  
+61.54%
YTD  
+133.33%
1 Year  
+270.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.590
1M High / 1M Low: 0.750 0.370
6M High / 6M Low: 0.750 0.240
High (YTD): 2024-07-16 0.750
Low (YTD): 2024-04-17 0.240
52W High: 2024-07-16 0.750
52W Low: 2023-10-12 0.100
Avg. price 1W:   0.612
Avg. volume 1W:   0.000
Avg. price 1M:   0.506
Avg. volume 1M:   0.000
Avg. price 6M:   0.385
Avg. volume 6M:   0.000
Avg. price 1Y:   0.284
Avg. volume 1Y:   0.000
Volatility 1M:   167.54%
Volatility 6M:   132.01%
Volatility 1Y:   121.49%
Volatility 3Y:   -