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JP Morgan Call 65 BK 17.01.2025/  DE000JS7PU16  /

EUWAX
2024-07-26  11:34:59 AM Chg.+0.060 Bid4:53:12 PM Ask4:53:12 PM Underlying Strike price Expiration date Option type
0.450EUR +15.38% 0.480
Bid Size: 125,000		 0.490
Ask Size: 125,000		 Bank of New York Mel... 65.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.71
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.16
Parity: -0.53
Time value: 0.47
Break-even: 69.70
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 0.38
Spread abs.: 0.04
Spread %: 9.30%
Delta: 0.45
Theta: -0.02
Omega: 5.76
Rho: 0.11
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month  
+104.55%
3 Months  
+114.29%
YTD  
+181.25%
1 Year  
+309.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.320
1M High / 1M Low: 0.440 0.190
6M High / 6M Low: 0.440 0.130
High (YTD): 2024-07-16 0.440
Low (YTD): 2024-04-17 0.130
52W High: 2024-07-16 0.440
52W Low: 2023-10-12 0.064
Avg. price 1W:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.214
Avg. volume 6M:   0.000
Avg. price 1Y:   0.165
Avg. volume 1Y:   0.000
Volatility 1M:   235.00%
Volatility 6M:   166.23%
Volatility 1Y:   141.46%
Volatility 3Y:   -