JP Morgan Call 70 BK 17.01.2025
/ DE000JS7PU08
JP Morgan Call 70 BK 17.01.2025/ DE000JS7PU08 /
8/30/2024 11:18:47 AM |
Chg.-0.020 |
Bid9:55:09 PM |
Ask9:55:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-7.14% |
0.300 Bid Size: 7,500 |
0.330 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: |
18.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.16 |
Parity: |
-0.82 |
Time value: |
0.33 |
Break-even: |
73.30 |
Moneyness: |
0.88 |
Premium: |
0.19 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.03 |
Spread %: |
10.00% |
Delta: |
0.37 |
Theta: |
-0.02 |
Omega: |
6.86 |
Rho: |
0.07 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+30.00% |
1 Month |
|
|
+4.00% |
3 Months |
|
|
+165.31% |
YTD |
|
|
+165.31% |
1 Year |
|
|
+256.16% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.220 |
1M High / 1M Low: |
0.280 |
0.130 |
6M High / 6M Low: |
0.280 |
0.065 |
High (YTD): |
8/29/2024 |
0.280 |
Low (YTD): |
4/17/2024 |
0.065 |
52W High: |
8/29/2024 |
0.280 |
52W Low: |
10/12/2023 |
0.043 |
Avg. price 1W: |
|
0.258 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.201 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.128 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.107 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
241.21% |
Volatility 6M: |
|
213.61% |
Volatility 1Y: |
|
171.95% |
Volatility 3Y: |
|
- |