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JP Morgan Call 65 BK 17.01.2025/  DE000JS7PU16  /

EUWAX
11/7/2024  10:46:45 AM Chg.-0.06 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.39EUR -4.14% -
Bid Size: -		 -
Ask Size: -		 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: 5.32
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.79
Implied volatility: 0.75
Historic volatility: 0.16
Parity: 0.79
Time value: 0.58
Break-even: 78.70
Moneyness: 1.12
Premium: 0.08
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 3.01%
Delta: 0.70
Theta: -0.06
Omega: 3.73
Rho: 0.07
 

Quote data

Open: 1.39
High: 1.39
Low: 1.39
Previous Close: 1.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.36%
1 Month  
+75.95%
3 Months  
+297.14%
YTD  
+768.75%
1 Year  
+1444.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 1.05
1M High / 1M Low: 1.45 0.79
6M High / 6M Low: 1.45 0.17
High (YTD): 11/6/2024 1.45
Low (YTD): 4/17/2024 0.13
52W High: 11/6/2024 1.45
52W Low: 11/8/2023 0.09
Avg. price 1W:   1.18
Avg. volume 1W:   0.00
Avg. price 1M:   1.11
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:   167.10%
Volatility 6M:   170.43%
Volatility 1Y:   152.55%
Volatility 3Y:   -