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JP Morgan Call 65 BK 17.01.2025/  DE000JS7PU16  /

EUWAX
7/30/2024  11:45:42 AM Chg.-0.050 Bid6:47:44 PM Ask6:47:44 PM Underlying Strike price Expiration date Option type
0.410EUR -10.87% 0.460
Bid Size: 125,000		 0.470
Ask Size: 125,000		 Bank of New York Mel... 65.00 - 1/17/2025 Call
 

Master data

WKN: JS7PU1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.27
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.16
Parity: -0.53
Time value: 0.45
Break-even: 69.50
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.38
Spread abs.: 0.04
Spread %: 9.76%
Delta: 0.45
Theta: -0.02
Omega: 5.93
Rho: 0.10
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.13%
1 Month  
+86.36%
3 Months  
+105.00%
YTD  
+156.25%
1 Year  
+241.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.320
1M High / 1M Low: 0.460 0.200
6M High / 6M Low: 0.460 0.130
High (YTD): 7/29/2024 0.460
Low (YTD): 4/17/2024 0.130
52W High: 7/29/2024 0.460
52W Low: 10/12/2023 0.064
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   0.218
Avg. volume 6M:   0.000
Avg. price 1Y:   0.168
Avg. volume 1Y:   0.000
Volatility 1M:   234.89%
Volatility 6M:   166.35%
Volatility 1Y:   142.21%
Volatility 3Y:   -