JP Morgan Call 70 BK 16.01.2026
/ DE000JK49871
JP Morgan Call 70 BK 16.01.2026/ DE000JK49871 /
10/4/2024 12:16:37 PM |
Chg.+0.020 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
+2.22% |
- Bid Size: - |
- Ask Size: - |
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: |
7.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.25 |
Historic volatility: |
0.16 |
Parity: |
0.07 |
Time value: |
0.82 |
Break-even: |
72.40 |
Moneyness: |
1.01 |
Premium: |
0.13 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.07 |
Spread %: |
8.79% |
Delta: |
0.63 |
Theta: |
-0.01 |
Omega: |
4.51 |
Rho: |
0.40 |
Quote data
Open: |
0.920 |
High: |
0.920 |
Low: |
0.920 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.07% |
1 Month |
|
|
+21.05% |
3 Months |
|
|
+87.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.890 |
1M High / 1M Low: |
0.990 |
0.720 |
6M High / 6M Low: |
0.990 |
0.320 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.916 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.876 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.574 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.55% |
Volatility 6M: |
|
95.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |