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JP Morgan Call 70 BK 17.01.2025/  DE000JS7PU08  /

EUWAX
9/6/2024  11:18:27 AM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.280EUR -6.67% -
Bid Size: -		 -
Ask Size: -		 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: 22.19
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.16
Parity: -1.01
Time value: 0.27
Break-even: 72.70
Moneyness: 0.86
Premium: 0.21
Premium p.a.: 0.71
Spread abs.: 0.03
Spread %: 12.50%
Delta: 0.32
Theta: -0.02
Omega: 7.13
Rho: 0.06
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month  
+64.71%
3 Months  
+133.33%
YTD  
+185.71%
1 Year  
+330.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.280
1M High / 1M Low: 0.300 0.140
6M High / 6M Low: 0.300 0.065
High (YTD): 9/5/2024 0.300
Low (YTD): 4/17/2024 0.065
52W High: 9/5/2024 0.300
52W Low: 10/12/2023 0.043
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.222
Avg. volume 1M:   0.000
Avg. price 6M:   0.135
Avg. volume 6M:   0.000
Avg. price 1Y:   0.111
Avg. volume 1Y:   0.000
Volatility 1M:   178.71%
Volatility 6M:   209.90%
Volatility 1Y:   172.17%
Volatility 3Y:   -