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JP Morgan Call 60 BK 17.01.2025/  DE000JS7P3W1  /

EUWAX
04/10/2024  11:53:38 Chg.+0.03 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
1.10EUR +2.80% -
Bid Size: -		 -
Ask Size: -		 Bank of New York Mel... 60.00 - 17/01/2025 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: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.73
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.42
Implied volatility: 0.66
Historic volatility: 0.16
Parity: 0.42
Time value: 0.70
Break-even: 71.20
Moneyness: 1.07
Premium: 0.11
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 2.75%
Delta: 0.65
Theta: -0.04
Omega: 3.74
Rho: 0.09
 

Quote data

Open: 1.10
High: 1.10
Low: 1.10
Previous Close: 1.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.57%
1 Month  
+25.00%
3 Months  
+139.13%
YTD  
+307.41%
1 Year  
+816.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.14 1.07
1M High / 1M Low: 1.23 0.82
6M High / 6M Low: 1.23 0.24
High (YTD): 26/09/2024 1.23
Low (YTD): 17/04/2024 0.24
52W High: 26/09/2024 1.23
52W Low: 12/10/2023 0.10
Avg. price 1W:   1.11
Avg. volume 1W:   0.00
Avg. price 1M:   1.04
Avg. volume 1M:   0.00
Avg. price 6M:   0.58
Avg. volume 6M:   0.00
Avg. price 1Y:   0.42
Avg. volume 1Y:   0.00
Volatility 1M:   106.85%
Volatility 6M:   134.68%
Volatility 1Y:   125.59%
Volatility 3Y:   -