JP Morgan Call 62.5 BK 19.07.2024
/ DE000JT19J99
JP Morgan Call 62.5 BK 19.07.2024/ DE000JT19J99 /
7/12/2024 9:53:13 AM |
Chg.+0.040 |
Bid5:41:08 PM |
Ask5:41:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.083EUR |
+93.02% |
0.200 Bid Size: 100,000 |
0.210 Ask Size: 100,000 |
Bank of New York Mel... |
62.50 USD |
7/19/2024 |
Call |
Master data
WKN: |
JT19J9 |
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: |
7/19/2024 |
Issue date: |
6/12/2024 |
Last trading day: |
7/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
61.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.17 |
Parity: |
-0.09 |
Time value: |
0.09 |
Break-even: |
58.40 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
4.44 |
Spread abs.: |
0.02 |
Spread %: |
25.00% |
Delta: |
0.40 |
Theta: |
-0.09 |
Omega: |
24.81 |
Rho: |
0.00 |
Quote data
Open: |
0.083 |
High: |
0.083 |
Low: |
0.083 |
Previous Close: |
0.043 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.87% |
1 Month |
|
|
+84.44% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.062 |
0.024 |
1M High / 1M Low: |
0.062 |
0.024 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.040 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.045 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
396.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |