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JP Morgan Call 65 BK 17.01.2025/  DE000JS7PU16  /

EUWAX
08/11/2024  11:54:08 Chg.-0.11 Bid17:32:05 Ask17:32:05 Underlying Strike price Expiration date Option type
1.28EUR -7.91% 1.26
Bid Size: 75,000		 1.27
Ask Size: 75,000		 Bank of New York Mel... 65.00 - 17/01/2025 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: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.45
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.70
Implied volatility: 0.76
Historic volatility: 0.16
Parity: 0.70
Time value: 0.62
Break-even: 78.20
Moneyness: 1.11
Premium: 0.09
Premium p.a.: 0.54
Spread abs.: 0.04
Spread %: 3.13%
Delta: 0.69
Theta: -0.06
Omega: 3.75
Rho: 0.07
 

Quote data

Open: 1.28
High: 1.28
Low: 1.28
Previous Close: 1.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+56.10%
3 Months  
+341.38%
YTD  
+700.00%
1 Year  
+1322.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 1.05
1M High / 1M Low: 1.45 0.82
6M High / 6M Low: 1.45 0.17
High (YTD): 06/11/2024 1.45
Low (YTD): 17/04/2024 0.13
52W High: 06/11/2024 1.45
52W Low: 08/11/2023 0.09
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.14
Avg. volume 1M:   238.10
Avg. price 6M:   0.50
Avg. volume 6M:   39.06
Avg. price 1Y:   0.34
Avg. volume 1Y:   20
Volatility 1M:   169.11%
Volatility 6M:   170.37%
Volatility 1Y:   152.65%
Volatility 3Y:   -