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JP Morgan Call 70 BK 17.01.2025/  DE000JS7PU08  /

EUWAX
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:   -