OverviewChartNewsTraderScreen

JP Morgan Call 70 BK 17.01.2025/  DE000JS7PU08  /

EUWAX
2024-07-25  11:21:42 AM Chg.- Bid9:19:56 AM Ask9:19:56 AM Underlying Strike price Expiration date Option type
0.200EUR - 0.230
Bid Size: 7,500		 0.270
Ask Size: 7,500		 Bank of New York Mel... 70.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.57
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.16
Parity: -1.10
Time value: 0.24
Break-even: 72.40
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.53
Spread abs.: 0.04
Spread %: 20.00%
Delta: 0.30
Theta: -0.02
Omega: 7.39
Rho: 0.07
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+81.82%
3 Months  
+81.82%
YTD  
+104.08%
1 Year  
+170.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.160
1M High / 1M Low: 0.220 0.090
6M High / 6M Low: 0.220 0.065
High (YTD): 2024-07-16 0.220
Low (YTD): 2024-04-17 0.065
52W High: 2024-07-16 0.220
52W Low: 2023-10-12 0.043
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   0.094
Avg. volume 1Y:   0.000
Volatility 1M:   272.30%
Volatility 6M:   191.70%
Volatility 1Y:   157.82%
Volatility 3Y:   -