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JP Morgan Call 70 BK 17.01.2025/  DE000JS7PU08  /

EUWAX
11/6/2024  11:28:58 AM Chg.+0.350 Bid8:26:48 PM Ask8:26:48 PM Underlying Strike price Expiration date Option type
1.020EUR +52.24% 0.910
Bid Size: 75,000		 0.920
Ask Size: 75,000		 Bank of New York Mel... 70.00 - 1/17/2025 Call
 

Master data

WKN: JS7PU0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.15
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.15
Parity: -0.05
Time value: 0.76
Break-even: 77.60
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.75
Spread abs.: 0.03
Spread %: 4.11%
Delta: 0.55
Theta: -0.06
Omega: 5.07
Rho: 0.06
 

Quote data

Open: 1.020
High: 1.020
Low: 1.020
Previous Close: 0.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.21%
1 Month  
+142.86%
3 Months  
+500.00%
YTD  
+940.82%
1 Year  
+1445.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.670
1M High / 1M Low: 0.870 0.470
6M High / 6M Low: 0.870 0.084
High (YTD): 10/18/2024 0.870
Low (YTD): 4/17/2024 0.065
52W High: 10/18/2024 0.870
52W Low: 11/28/2023 0.056
Avg. price 1W:   0.718
Avg. volume 1W:   0.000
Avg. price 1M:   0.708
Avg. volume 1M:   0.000
Avg. price 6M:   0.277
Avg. volume 6M:   0.000
Avg. price 1Y:   0.190
Avg. volume 1Y:   0.000
Volatility 1M:   172.56%
Volatility 6M:   205.48%
Volatility 1Y:   179.14%
Volatility 3Y:   -