JP Morgan Call 70 BK 16.01.2026
/ DE000JK49871
JP Morgan Call 70 BK 16.01.2026/ DE000JK49871 /
| 18/09/2024 14:08:44 |
Chg.+0.010 |
Bid16:30:47 |
Ask16:30:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+1.11% |
0.920
Bid Size: 100,000 |
0.950
Ask Size: 100,000 |
Bank of New York Mel... |
70.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
01/03/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
0.07 |
| Time value: |
0.93 |
| Break-even: |
72.94 |
| Moneyness: |
1.01 |
| Premium: |
0.15 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
8.70% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
4.02 |
| Rho: |
0.40 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.66% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+111.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.730 |
| 1M High / 1M Low: |
0.900 |
0.630 |
| 6M High / 6M Low: |
0.900 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.738 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.522 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.28% |
| Volatility 6M: |
|
98.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
