JP Morgan Call 62.5 BK/ DE000JT32NM7 /
15/08/2024 11:15:48 | Chg.- | Bid22:00:29 | Ask22:00:29 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.170EUR | - | - Bid Size: - |
- Ask Size: - |
Bank of New York Mel... | 62.50 USD | 16/08/2024 | Call |
Master data
WKN: | JT32NM |
---|---|
Issuer: | J.P. Morgan Securities Ltd. |
Currency: | EUR |
Underlying: | Bank of New York Mellon Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 62.50 USD |
Maturity: | 16/08/2024 |
Issue date: | 08/07/2024 |
Last trading day: | 15/08/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 32.34 |
Leverage: | Yes |
Calculated values
Fair value: | 0.15 |
---|---|
Intrinsic value: | 0.15 |
Implied volatility: | 0.73 |
Historic volatility: | 0.16 |
Parity: | 0.15 |
Time value: | 0.03 |
Break-even: | 58.56 |
Moneyness: | 1.03 |
Premium: | 0.01 |
Premium p.a.: | 7.27 |
Spread abs.: | 0.03 |
Spread %: | 20.00% |
Delta: | 0.75 |
Theta: | -0.36 |
Omega: | 24.38 |
Rho: | 0.00 |
Quote data
Open: | 0.170 |
---|---|
High: | 0.170 |
Low: | 0.170 |
Previous Close: | 0.130 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +30.77% | ||
---|---|---|---|
1 Month | -46.88% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.170 | 0.120 |
---|---|---|
1M High / 1M Low: | 0.330 | 0.062 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.140 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.193 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 564.84% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |