JP Morgan Call 70 BK 16.01.2026
/ DE000JK49871
JP Morgan Call 70 BK 16.01.2026/ DE000JK49871 /
| 11/6/2024 4:22:49 PM |
Chg.- |
Bid9:21:06 AM |
Ask9:21:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
- |
1.41
Bid Size: 5,000 |
1.49
Ask Size: 5,000 |
Bank of New York Mel... |
70.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JK4987 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bank of New York Mellon Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
3/1/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
0.55 |
| Time value: |
0.68 |
| Break-even: |
76.28 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.07 |
| Spread %: |
6.35% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
4.03 |
| Rho: |
0.44 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.52% |
| 1 Month |
|
|
+46.39% |
| 3 Months |
|
|
+136.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.20 |
| 1M High / 1M Low: |
1.42 |
0.97 |
| 6M High / 6M Low: |
1.42 |
0.40 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.54% |
| Volatility 6M: |
|
95.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
