JP Morgan Call 60 BK 20.09.2024/  DE000JK1PNW9  /

EUWAX
8/23/2024  12:27:42 PM Chg.- Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.560EUR - -
Bid Size: -
-
Ask Size: -
Bank of New York Mel... 60.00 - 9/20/2024 Call
 

Master data

WKN: JK1PNW
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: 9/20/2024
Issue date: 1/25/2024
Last trading day: 8/26/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.87
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.02
Implied volatility: 1.01
Historic volatility: 0.16
Parity: 0.02
Time value: 0.59
Break-even: 66.10
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 3.68
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.56
Theta: -0.14
Omega: 5.52
Rho: 0.02
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.560
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -8.20%
3 Months  
+211.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.560
1M High / 1M Low: 0.610 0.300
6M High / 6M Low: 0.610 0.110
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.478
Avg. volume 1M:   0.000
Avg. price 6M:   0.275
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   271.36%
Volatility 6M:   247.77%
Volatility 1Y:   -
Volatility 3Y:   -