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JP Morgan Call 70 BK 17.01.2025/  DE000JS7PU08  /

EUWAX
7/31/2024  11:44:52 AM Chg.- Bid8:04:37 AM Ask8:04:37 AM Underlying Strike price Expiration date Option type
0.250EUR - 0.220
Bid Size: 7,500		 0.260
Ask Size: 7,500		 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: 21.54
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.16
Parity: -0.97
Time value: 0.28
Break-even: 72.80
Moneyness: 0.86
Premium: 0.21
Premium p.a.: 0.50
Spread abs.: 0.04
Spread %: 16.67%
Delta: 0.33
Theta: -0.02
Omega: 7.17
Rho: 0.08
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+108.33%
3 Months  
+127.27%
YTD  
+155.10%
1 Year  
+208.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.200
1M High / 1M Low: 0.250 0.090
6M High / 6M Low: 0.250 0.065
High (YTD): 7/31/2024 0.250
Low (YTD): 4/17/2024 0.065
52W High: 7/31/2024 0.250
52W Low: 10/12/2023 0.043
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   0.115
Avg. volume 6M:   0.000
Avg. price 1Y:   0.096
Avg. volume 1Y:   0.000
Volatility 1M:   273.91%
Volatility 6M:   194.53%
Volatility 1Y:   160.60%
Volatility 3Y:   -